Product description
Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
---|---|---|---|---|---|---|---|
007036SH0 | 007036SH0 | ADJUSTABLE RATE MORTGAGE TRUST ARMT_05-9 | 66832.88 | 65562.58 | CORP | Long | |
00737WAA7 | 00737WAA7 | ADTALEM GLOBAL EDUCATION INC | 103000.0 | 97156.73 | CORP | Long | |
00774CAB3 | 00774CAB3 | AECOM | 540000.0 | 525407.43 | CORP | Long | |
00774MAW5 | 00774MAW5 | AERCAP IRELAND CAPITAL DAC | 250000.0 | 220503.09 | CORP | Long | |
00774MAX3 | 00774MAX3 | AERCAP IRELAND CAPITAL DAC | 344000.0 | 285315.64 | CORP | Long | |
00790RAB0 | 00790RAB0 | ADVANCED DRAINAGE SYSTEMS INC | 70000.0 | 68790.12 | CORP | Long | |
008911BF5 | 008911BF5 | AIR CANADA | 210000.0 | 224235.76 | CORP | Long | |
00912XBA1 | 00912XBA1 | AIR LEASE CORPORATION | 160000.0 | 154445.26 | CORP | Long | |
00973RAF0 | 00973RAF0 | AKER BP ASA | 430000.0 | 382146.9 | CORP | Long | |
013CVR022 | 013CVR022 | ALBIREO PHARMA INC | 37853.0 | 87368.51 | CORP | Long | |
01627AAA6 | 01627AAA6 | ALIGNED DATA CENTERS ISSUER LLC ADC_21-1A | 388000.0 | 341362.75 | CORP | Long | |
01741RAN2 | 01741RAN2 | ATI INC | 92000.0 | 92980.27 | CORP | Long | |
01750TAG1 | 01750TAG1 | ALLEGRO CLO XII ALLEG_20-1A | 250000.0 | 247469.25 | CORP | Long | |
01882YAD8 | 01882YAD8 | ALLIANT ENERGY FINANCE LLC | 305000.0 | 259740.87 | CORP | Long | |
019736AG2 | 019736AG2 | ALLISON TRANSMISSION INC | 100000.0 | 83609.6 | CORP | Long | |
01F0206C8 | 01F0206C8 | UMBS | 1700000.0 | 1320023.43 | USGA | Long | |
01F0226C4 | 01F0226C4 | UMBS | 1600000.0 | 1295250.0 | USGA | Long | |
01F0306C7 | 01F0306C7 | UMBS | 1725000.0 | 1453739.82 | USGA | Long | |
01F0406C6 | 01F0406C6 | UMBS | 1925000.0 | 1747501.47 | USGA | Long | |
01F0426C2 | 01F0426C2 | UMBS | 2800000.0 | 2621593.46 | USGA | Long | |
01F0506C5 | 01F0506C5 | UMBS | 2025000.0 | 1948581.34 | USGA | Long | |
042859AA6 | 042859AA6 | ARROYO MORTGAGE TRUST ARRW_19-1 | 53434.98 | 48732.69 | CORP | Long | |
04545EAA1 | 04545EAA1 | ASSET BACKED FUNDING CERTIFICATES ABFC_07-WMC1 | 617007.39 | 419149.22 | CORP | Long | |
04685A3C3 | 04685A3C3 | ATHENE GLOBAL FUNDING | 395000.0 | 330350.92 | CORP | Long | |
04685A3L3 | 04685A3L3 | ATHENE GLOBAL FUNDING | 95000.0 | 85843.65 | CORP | Long | |
05401AAF8 | 05401AAF8 | AVOLON HOLDINGS FUNDING LTD | 45000.0 | 44258.62 | CORP | Long | |
05401AAH4 | 05401AAH4 | AVOLON HOLDINGS FUNDING LTD | 195000.0 | 186395.3 | CORP | Long | |
05401AAR2 | 05401AAR2 | AVOLON HOLDINGS FUNDING LTD | 399000.0 | 345339.71 | CORP | Long | |
05491YAA8 | 05491YAA8 | BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-PARK | 95000.0 | 85264.89 | CORP | Long | |
05493AAA8 | 05493AAA8 | BFLD TRUST BFLD_20-EYP | 480000.0 | 362400.24 | CORP | Long | |
05493JAA9 | 05493JAA9 | BDS_21-FL8 | 281292.67 | 279159.52 | CORP | Long | |
05526DBF1 | 05526DBF1 | BAT CAPITAL CORP | 200000.0 | 146446.46 | CORP | Long | |
05526DBV6 | 05526DBV6 | BAT CAPITAL CORP | 140000.0 | 120389.85 | CORP | Long | |
05554BAA2 | 05554BAA2 | BFLD TRUST BFLD_21-FPM | 288000.0 | 278945.16 | CORP | Long | |
12566LAB0 | 12566LAB0 | CIM TRUST CIM_21-R3 | 388519.22 | 336497.12 | CORP | Long | |
12570GAB5 | 12570GAB5 | CIM TRUST CIM_23-R3 | 605887.19 | 548542.69 | CORP | Long | |
12591UAG8 | 12591UAG8 | COMM MORTGAGE TRUST COMM_14-UBS2 | 1653889.42 | 40.19 | CORP | Long | |
12593CAR2 | 12593CAR2 | CPPIB CAPITAL INC | 155000.0 | 99270.26 | NUSS | Long | |
12598EAC6 | 12598EAC6 | COMM MORTGAGE TRUST COMM_20-SBX | 11501000.0 | 116584.49 | CORP | Long | |
12624PAF2 | 12624PAF2 | COMM MORTGAGE TRUST COMM_12-CR3 | 8961.14 | 0.2 | CORP | Long | |
12624QAS2 | 12624QAS2 | COMM MORTGAGE TRUST COMM_12-CR4 | 672393.45 | 19.43 | CORP | Long | |
126307AS6 | 126307AS6 | CSC HOLDINGS LLC | 275000.0 | 235126.38 | CORP | Long | |
126307AY3 | 126307AY3 | CSC HOLDINGS LLC | 80000.0 | 54722.13 | CORP | Long | |
126307AZ0 | 126307AZ0 | CSC HOLDINGS LLC | 149000.0 | 126307.84 | CORP | Long | |
126307BD8 | 126307BD8 | CSC HOLDINGS LLC | 55000.0 | 30371.84 | CORP | Long | |
13782CAA8 | 13782CAA8 | CANO HEALTH LLC | 55000.0 | 3846.29 | CORP | Long | |
14040HCH6 | 14040HCH6 | CAPITAL ONE FIN CORP | 215000.0 | 188574.97 | CORP | Long | |
143658BN1 | 143658BN1 | CARNIVAL CORP | 335000.0 | 318091.09 | CORP | Long | |
143658BV3 | 143658BV3 | CARNIVAL CORP | 280000.0 | 394380.0 | CORP | Long | |
144527AC2 | 144527AC2 | CARRINGTON MORTGAGE LOAN TRUST CARR_07-FRE1 | 674084.13 | 602974.52 | CORP | Long | |
14686RAF9 | 14686RAF9 | CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N3 | 2000.0 | 450000.0 | CORP | Long | |
14879EAK4 | 14879EAK4 | CATALENT PHARMA SOLUTIONS INC | 302000.0 | 252611.52 | CORP | Long | |
15032FAE6 | 15032FAE6 | CEDAR FUNDING V CLO LTD CEDF_7-E | 500000.0 | 494587.5 | CORP | Long | |
151290BZ5 | 151290BZ5 | CEMEX SAB DE CV | 505000.0 | 426967.15 | CORP | Long | |
15135BAR2 | 15135BAR2 | CENTENE CORP | 115000.0 | 108504.9 | CORP | Long | |
15135BAT8 | 15135BAT8 | CENTENE CORP | 55000.0 | 51086.66 | CORP | Long | |
15135BAV3 | 15135BAV3 | CENTENE CORP | 650000.0 | 561663.21 | CORP | Long | |
15135BAW1 | 15135BAW1 | CENTENE CORP | 585000.0 | 486768.53 | CORP | Long | |
15135BAX9 | 15135BAX9 | CENTENE CORP | 445000.0 | 355268.34 | CORP | Long | |
15135BAY7 | 15135BAY7 | CENTENE CORP | 447000.0 | 387346.46 | CORP | Long | |
15135UAF6 | 15135UAF6 | CENOVUS ENERGY INC | 728000.0 | 753612.87 | CORP | Long | |
15135UAP4 | 15135UAP4 | CENOVUS ENERGY INC | 25000.0 | 22764.13 | CORP | Long | |
15135UAR0 | 15135UAR0 | CENOVUS ENERGY INC | 105000.0 | 93808.51 | CORP | Long | |
15135UAT6 | 15135UAT6 | CENOVUS ENERGY INC (PRE-MERGER) | 115000.0 | 79966.7 | CORP | Long | |
15189TBC0 | 15189TBC0 | CENTERPOINT ENERGY INC | 390000.0 | 386804.12 | CORP | Long | |
152314MH0 | 152314MH0 | CENTEX HOME EQUITY CXHE_05-A | 170863.32 | 168989.29 | CORP | Long | |
152314PQ7 | 152314PQ7 | CENTEX HOME EQUITY CXHE_05-D | 89575.86 | 89502.7 | CORP | Long | |
153527AN6 | 153527AN6 | CENTRAL GARDEN & PET CO | 111000.0 | 95219.22 | CORP | Long | |
225401AP3 | 225401AP3 | UBS GROUP AG | 375000.0 | 336605.8 | CORP | Long | |
3132DPD70 | 3132DPD70 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 166523.45 | 164727.92 | USGA | Long | |
3132DQXA9 | 3132DQXA9 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 263934.85 | 260476.22 | USGA | Long | |
3132DVMN2 | 3132DVMN2 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 1317719.73 | 1308627.17 | USGA | Long | |
3132DWDH3 | 3132DWDH3 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 1109724.41 | 862337.75 | USGA | Long | |
3132DWDQ3 | 3132DWDQ3 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 373906.73 | 290794.54 | USGA | Long | |
3132DWDR1 | 3132DWDR1 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 1390471.25 | 1127621.71 | USGA | Long | |
3132DWDS9 | 3132DWDS9 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 760860.85 | 642157.75 | USGA | Long | |
3132DWE33 | 3132DWE33 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 1255511.92 | 1059068.06 | USGA | Long | |
3132DWE58 | 3132DWE58 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 472360.09 | 428972.82 | USGA | Long | |
3132DWHZ9 | 3132DWHZ9 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 1588067.65 | 1528445.76 | USGA | Long | |
3132DWJL8 | 3132DWJL8 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 1774278.58 | 1748755.21 | USGA | Long | |
058498AV8 | 058498AV8 | BALL CORP | 86000.0 | 84404.8 | CORP | Long | |
058498AW6 | 058498AW6 | BALL CORP | 945000.0 | 782501.9 | CORP | Long | |
058498AY2 | 058498AY2 | BALL CORP | 365000.0 | 373303.35 | CORP | Long | |
05946XSG9 | 05946XSG9 | BANK OF AMERICA FUNDING CORPORATION BAFC_05-B | 80934.91 | 79983.03 | CORP | Long | |
3132DWJR5 | 3132DWJR5 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 1765389.74 | 1739743.91 | USGA | Long | |
3133C6EW5 | 3133C6EW5 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 802460.42 | 773265.97 | USGA | Long | |
05969KBB8 | 05969KBB8 | BAFC_14-R6 | 472227.24 | 462924.41 | CORP | Long | |
060505GB4 | 060505GB4 | BANK OF AMERICA CORP | 80000.0 | 69169.27 | CORP | Long | |
06051GGT0 | 06051GGT0 | BANK OF AMERICA CORP | 345000.0 | 336317.08 | CORP | Long | |
06051GJL4 | 06051GJL4 | BANK OF AMERICA CORP | 765000.0 | 598467.64 | CORP | Long | |
06051GJT7 | 06051GJT7 | BANK OF AMERICA CORP | 900000.0 | 731655.41 | CORP | Long | |
06051GJZ3 | 06051GJZ3 | BANK OF AMERICA CORP | 50000.0 | 42964.73 | CORP | Long | |
06051GKJ7 | 06051GKJ7 | BANK OF AMERICA CORP | 110000.0 | 100221.46 | CORP | Long | |
06368D8W7 | 06368D8W7 | BANK OF MONTREAL | 300000.0 | 214722.81 | CORP | Long | |
0641598S8 | 0641598S8 | BANK OF NOVA SCOTIA | 215000.0 | 216458.04 | CORP | Long | |
07274NAJ2 | 07274NAJ2 | BAYER US FINANCE II LLC | 100000.0 | 96387.37 | CORP | Long | |
07274NAL7 | 07274NAL7 | BAYER US FINANCE II LLC | 289000.0 | 267989.12 | CORP | Long | |
07274NAN3 | 07274NAN3 | BAYER US FINANCE II LLC | 520000.0 | 428675.21 | CORP | Long | |
072863AE3 | 072863AE3 | BAYLOR SCOTT & WHITE HOLDINGS | 500000.0 | 459747.12 | CORP | Long | |
07400HAA1 | 07400HAA1 | BEAR STEARNS MORTGAGE FUNDING TR | 265417.22 | 216609.06 | CORP | Long | |
07401JAA6 | 07401JAA6 | BEAR STEARNS MORTGAGE FUNDING TR | 375834.95 | 344968.41 | CORP | Long | |
07401VAP6 | 07401VAP6 | BSMF_07-AR3 | 286361.45 | 243489.56 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | 1.0 | 3598.35 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 11849750.0 | -600.67 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -929238.89 | -1775.79 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 5833250.55 | 3880.1 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -5224131.76 | -64413.08 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 182058.8 | -4657.46 | CORP | N/A | |
07586PAA9 | 07586PAA9 | BECLE SAB DE CV | 205000.0 | 158367.72 | CORP | Long | |
08576PAK7 | 08576PAK7 | BERRY GLOBAL INC | 360000.0 | 354747.32 | CORP | Long | |
085770AA3 | 085770AA3 | BERRY GLOBAL INC | 51000.0 | 49502.43 | CORP | Long | |
12560YAA0 | 12560YAA0 | CIM TRUST CIM_20-R6 | 774475.84 | 632392.36 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | -86932268.0 | 2460.99 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -9841938.01 | -7208.54 | CORP | N/A | |
161175BL7 | 161175BL7 | CHARTER COMMUNICATIONS OPERATING | 65000.0 | 52528.74 | CORP | Long | |
161175BN3 | 161175BN3 | CHARTER COMMUNICATIONS OPERATING | 320000.0 | 269886.2 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | 428848.53 | 19362.29 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 640337.68 | -3211.12 | CORP | N/A | |
161175BS2 | 161175BS2 | CHARTER COMMUNICATIONS OPERATING | 690000.0 | 534683.26 | CORP | Long | |
161175BU7 | 161175BU7 | CHARTER COMMUNICATIONS OPERATING | 50000.0 | 40644.34 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | 1077500.0 | 25282.82 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 29020004.0 | 1122.89 | CORP | N/A | |
161175BX1 | 161175BX1 | CHARTER COMMUNICATIONS OPERATING | 20000.0 | 15300.57 | CORP | Long | |
161175CK8 | 161175CK8 | CHARTER COMMUNICATIONS OPERATING | 430000.0 | 343227.94 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | 9932908.13 | 14519.28 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 652994.63 | 17009.85 | CORP | N/A | |
16411QAK7 | 16411QAK7 | CHENIERE ENERGY PARTNERS LP | 735000.0 | 647365.54 | CORP | Long | |
17291NAA9 | 17291NAA9 | CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT | 135000.0 | 133643.19 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | 8.0 | 53833.03 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 4.0 | 27307.09 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 2.0 | 1984.2 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -15.0 | -12554.45 | CORP | N/A | |
172967MS7 | 172967MS7 | CITIGROUP INC | 540000.0 | 446040.96 | CORP | Long | |
172967NE7 | 172967NE7 | CITIGROUP INC | 420000.0 | 332574.95 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -1251.65 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 1.0 | 2753.49 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 5.0 | -9458.08 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -2139.51 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -2307.51 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 12500000.0 | 10336.51 | CORP | N/A | |
172CVR011 | 172CVR011 | CINCOR PHARMA INC | 44405.0 | 146216.78 | CORP | Long | |
17307G6K9 | 17307G6K9 | CITIGROUP MORTGAGE LOAN TRUST CMLTI_06-AR2 | 226835.4 | 172718.94 | CORP | Long | |
17308CC53 | 17308CC53 | CITIGROUP INC | 100000.0 | 86422.58 | CORP | Long | |
17309QAF1 | 17309QAF1 | CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_06-WFH3 | 203846.68 | 201636.31 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 200000.0 | 337.84 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 800000.0 | 1438.1 | CORP | N/A | |
17327CAQ6 | 17327CAQ6 | CITIGROUP INC | 245000.0 | 200929.73 | CORP | Long | |
17888HAB9 | 17888HAB9 | CIVITAS RESOURCES INC | 395000.0 | 409321.92 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 300000.0 | 934.55 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 4587844.0 | -135.79 | CORP | N/A | |
18538RAJ2 | 18538RAJ2 | CLEARWATER PAPER CORP | 100000.0 | 89542.2 | CORP | Long | |
185899AN1 | 185899AN1 | CLEVELAND-CLIFFS INC | 1045000.0 | 1017146.47 | CORP | Long | |
18972EAA3 | 18972EAA3 | CLYDESDALE ACQUISITION HOLDINGS INC | 94000.0 | 90419.06 | CORP | Long | |
19240CAE3 | 19240CAE3 | COGENT COMMUNICATIONS GROUP INC | 90000.0 | 89064.49 | CORP | Long | |
195325DP7 | 195325DP7 | COLOMBIA (REPUBLIC OF) | 200000.0 | 179653.6 | NUSS | Long | |
195325DS1 | 195325DS1 | COLOMBIA (REPUBLIC OF) | 580000.0 | 447895.81 | NUSS | Long | |
000000000 | 000000000 | JPMorgan | 7912156.0 | -392.72 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 600000.0 | -300.04 | CORP | N/A | |
207932AA2 | 207932AA2 | CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R01 | 112927.28 | 114654.79 | CORP | Long | |
20846QHZ4 | 20846QHZ4 | CONSECO FINANCE SECURITIZATIONS CORP CNF_01-4 | 315541.97 | 308954.97 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 6800000.0 | 66574.15 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 200000.0 | 129.21 | CORP | N/A | |
212015AT8 | 212015AT8 | CONTINENTAL RESOURCES INC | 481000.0 | 466887.18 | CORP | Long | |
212015AV3 | 212015AV3 | CONTINENTAL RESOURCES INC | 713000.0 | 558685.59 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 6600000.0 | -8416.11 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3500000.0 | 26446.24 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3700000.0 | -25013.25 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2625000.0 | 18469.2 | CORP | N/A | |
21872FAB3 | 21872FAB3 | COLONY AMERICAN FINANCE LTD CAFL_19-1 | 5248.53 | 9.51 | CORP | Long | |
21872NAC4 | 21872NAC4 | COLONY AMERICAN FINANCE LTD CAFL_19-3 | 158598.22 | 3027.39 | CORP | Long | |
21872UAC8 | 21872UAC8 | COLONY AMERICAN FINANCE LTD CAFL_20-1 | 265000.0 | 233602.56 | CORP | Long | |
21872UAE4 | 21872UAE4 | COLONY AMERICAN FINANCE LTD CAFL_20-1 | 542302.54 | 26506.18 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 1000000.0 | -909.47 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 8000000.0 | 131013.07 | CORP | N/A | |
21H0426C8 | 21H0426C8 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 950000.0 | 898375.46 | USGA | Long | |
21H0506C1 | 21H0506C1 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2125000.0 | 2064044.67 | USGA | Long | |
000000000 | 000000000 | JPMorgan | 5126639.57 | -102445.85 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 4000000.0 | -127076.72 | CORP | N/A | |
21H0526C7 | 21H0526C7 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 1325000.0 | 1315248.42 | USGA | Long | |
225401AM0 | 225401AM0 | UBS GROUP AG | 180000.0 | 175001.5 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 4000000.0 | -77913.87 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3600000.0 | -30539.23 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1544100708.0 | 8670.72 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 57910.41 | 353.83 | CORP | N/A | |
237266AJ0 | 237266AJ0 | DARLING INGREDIENTS INC | 555000.0 | 536062.4 | CORP | Long | |
23802WAL5 | 23802WAL5 | DATABANK ISSUER LLC COLO_23-1 | 130000.0 | 122867.49 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -26463448.19 | -10995.78 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3375000.0 | -42575.38 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1.0 | 624.39 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3.0 | -5633.83 | CORP | N/A | |
243127YG6 | 243127YG6 | DECATUR ILL | 5000.0 | 4889.49 | MUN | Long | |
24500EAJ3 | 24500EAJ3 | DAFC_17-AMO | 420000.0 | 334712.15 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 2.0 | -3061.47 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -6.0 | 26542.14 | CORP | N/A | |
24703TAK2 | 24703TAK2 | DELL INTERNATIONAL LLC | 275000.0 | 339040.59 | CORP | Long | |
247361ZU5 | 247361ZU5 | DELTA AIR LINES INC | 105000.0 | 101642.91 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | -2.0 | 1821.79 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -21.0 | 52.7 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -14.0 | -44197.85 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 11.0 | 924.27 | CORP | N/A | |
3133KPUH9 | 3133KPUH9 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 322739.7 | 302395.82 | USGA | Long | |
3136ABG64 | 3136ABG64 | FANNIE MAE FNMA_13-5 | 220922.25 | 207710.79 | USGA | Long | |
000000000 | 000000000 | Morgan Stanley | 3.0 | 657.58 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 3.0 | -417.71 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 9.0 | 3704.7 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -20.0 | 117535.56 | CORP | N/A | |
3136ARP44 | 3136ARP44 | FANNIE MAE ACES FNMA_16-M4 | 316761.05 | 4322.05 | USGA | Long | |
3136AT5H3 | 3136AT5H3 | FANNIEMAE-ACES FNMA_16-M11 | 434865.38 | 6506.15 | USGA | Long | |
000000000 | 000000000 | Morgan Stanley | 420251.89 | 2068.33 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -1377325.59 | 1470.98 | CORP | N/A | |
247361ZW1 | 247361ZW1 | DELTA AIR LINES INC | 87470.82 | 76255.6 | CORP | Long | |
247361ZZ4 | 247361ZZ4 | DELTA AIR LINES INC | 80000.0 | 81918.61 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | -411371.09 | 1400.33 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -1697836.78 | -7727.8 | CORP | N/A | |
24906PAA7 | 24906PAA7 | DENTSPLY SIRONA INC | 165000.0 | 141469.28 | CORP | Long | |
25461LAA0 | 25461LAA0 | DIRECTV FINANCING LLC | 150000.0 | 134831.54 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | 7024513.77 | -12745.3 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -2974317.42 | -77356.25 | CORP | N/A | |
3136B7HP9 | 3136B7HP9 | FANNIEMAE-ACES FNMA_19-M29 | 4300000.0 | 118360.94 | USGA | Long | |
3137BDCY0 | 3137BDCY0 | FHLMC MULTIFAMILY STRUCTURED PAS | 1520000.0 | 32160.92 | USGA | Long | |
000000000 | 000000000 | Morgan Stanley | -29071043.0 | 1011.08 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -9652031.25 | 1532.22 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 373524.25 | 8948.46 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -736541.94 | 2739.94 | CORP | N/A | |
25714PED6 | 25714PED6 | DOMINICAN REPUBLIC (GOVERNMENT) | 200000.0 | 176840.71 | NUSS | Long | |
25755TAE0 | 25755TAE0 | DPABS_15-1A | 139500.0 | 134866.93 | CORP | Long | |
29273VAJ9 | 29273VAJ9 | ENERGY TRANSFER LP | 336000.0 | 272295.67 | CORP | Long | |
29273VAU4 | 29273VAU4 | ENERGY TRANSFER LP | 20000.0 | 20943.8 | CORP | Long | |
3137BGK40 | 3137BGK40 | FHLMC MULTIFAMILY STRUCTURED PAS | 3951044.0 | 68157.09 | USGA | Long | |
3137BM7E0 | 3137BM7E0 | FREDDIE MAC FHLMC_K051 | 2100000.0 | 59204.88 | USGA | Long | |
000000000 | 000000000 | Morgan Stanley | -17632.0 | -434.35 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -20.0 | -99883.66 | CORP | N/A | |
29429CAJ4 | 29429CAJ4 | CITIGROUP COMMERCIAL MORTGAGE TR | 8716263.57 | 213091.73 | CORP | Long | |
29977LAA9 | 29977LAA9 | SK INVICTUS INTERMEDIATE II SARL | 212000.0 | 172171.11 | CORP | Long | |
3137BRQL2 | 3137BRQL2 | FHLMC MULTIFAMILY STRUCTURED PAS | 5112924.05 | 119614.3 | USGA | Long | |
3137BS5P4 | 3137BS5P4 | FREDDIE MAC FHLMC_KS06 | 2594445.35 | 45380.74 | USGA | Long | |
000000000 | 000000000 | Goldman Sachs | 1.0 | 1353.92 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -34.0 | -124032.34 | CORP | N/A | |
30034TAA1 | 30034TAA1 | EVERI HOLDINGS INC | 195000.0 | 171114.47 | CORP | Long | |
30216JAC9 | 30216JAC9 | EXPORT-IMPORT BANK OF INDIA | 200000.0 | 188173.5 | NUSS | Long | |
000000000 | 000000000 | Morgan Stanley | -18.0 | -56050.27 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 15.0 | -16970.5 | CORP | N/A | |
30225VAF4 | 30225VAF4 | Extra SpStrg | 35000.0 | 27952.01 | CORP | Long | |
30225VAG2 | 30225VAG2 | Extra SpStrg | 170000.0 | 131825.43 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 5.0 | -3998.5 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 18.0 | -32129.39 | CORP | N/A | |
3137BTAF8 | 3137BTAF8 | FHLMC MULTIFAMILY STRUCTURED PA | 1350000.0 | 67145.49 | USGA | Long | |
31418EV80 | 31418EV80 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 1763400.49 | 1737783.71 | USGA | Long | |
30225VAQ0 | 30225VAQ0 | Extra SpStrg | 30000.0 | 23628.76 | CORP | Long | |
30314GAA0 | 30314GAA0 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_19-KF71 | 283884.57 | 259105.9 | USGA | Long | |
000000000 | 000000000 | JPMorgan | 2.0 | -54.4 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 14.0 | -1705.8 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 9.0 | -10861.4 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 59.0 | -94471.85 | CORP | N/A | |
30958QAA9 | 30958QAA9 | FARMERS EXCHANGE CAPITAL III | 300000.0 | 247150.99 | CORP | Long | |
3132DN5A7 | 3132DN5A7 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 186777.46 | 180818.95 | USGA | Long | |
315289AA6 | 315289AA6 | FERRELLGAS LP | 185000.0 | 176764.0 | CORP | Long | |
31556TAC3 | 31556TAC3 | FERTITTA ENTERTAINMENT LLC | 315000.0 | 265803.23 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 3.0 | -2224.2 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | 622.8 | CORP | N/A | |
3132DNW82 | 3132DNW82 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 125013.35 | 121274.65 | USGA | Long | |
3132DPAE8 | 3132DPAE8 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 99892.44 | 96616.06 | USGA | Long | |
000000000 | 000000000 | JPMorgan | 1.0 | -237.4 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 49.0 | 5416.56 | CORP | N/A | |
32113JCG8 | 32113JCG8 | FIRST NLC TRUST FNLC_05-4 | 244436.1 | 233356.35 | CORP | Long | |
33767BAD1 | 33767BAD1 | FIRSTENERGY TRANSMISSION LLC | 229000.0 | 202586.7 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | 49.0 | 27235.05 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -2.0 | -419.56 | CORP | N/A | |
33767JAA0 | 33767JAA0 | FIRSTKEY HOMES FKH_20-SFR2 | 215819.5 | 197190.09 | CORP | Long | |
337932AC1 | 337932AC1 | FIRSTENERGY CORP | 580000.0 | 672447.43 | CORP | Long | |
320276AF5 | 320276AF5 | FFML_06-FF9 | 1200000.0 | 1014759.96 | CORP | Long | |
32051GTX3 | 32051GTX3 | FIRST HORIZON MORTGAGE PASS THROUGH TRUST FHASI_05-AR4 | 118911.04 | 109139.78 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | 7.0 | -9581.79 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 11.0 | 9535.13 | CORP | N/A | |
337932AH0 | 337932AH0 | FIRSTENERGY CORP | 300000.0 | 285574.96 | CORP | Long | |
33851PAE5 | 33851PAE5 | FLAGSTAR MORTGAGE TRUST FSMT_21-5INV | 1134729.35 | 961580.09 | CORP | Long | |
38380WUG2 | 38380WUG2 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63 | 736583.9 | 117110.28 | USGA | Long | |
38381CAE2 | 38381CAE2 | SHARJAH EMIRATE OF | 200000.0 | 202295.8 | NUSS | Long | |
000000000 | 000000000 | Morgan Stanley | 14.0 | -13149.35 | CORP | N/A | |
000000000 | 000000000 | Citi | 226.0 | 126580.08 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -3.0 | -1191.0 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -95.0 | -62861.09 | CORP | N/A | |
38406JAE8 | 38406JAE8 | GRACECHURCH MORTGAGE FINANCE PLC GRACE_20-GRCE | 500000.0 | 384548.3 | CORP | Long | |
38869AAA5 | 38869AAA5 | GRAPHIC PACKAGING INTERNATIONAL LLC | 93000.0 | 88281.89 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 1.0 | 62.63 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | 70.9 | CORP | N/A | |
393505QZ8 | 393505QZ8 | GREEN TREE FINANCIAL CORPORATI G | 29587.68 | 29549.93 | CORP | Long | |
39530LAD2 | 39530LAD2 | GREENKO DUTCH BV | 185000.0 | 168940.5 | NUSS | Long | |
341271AF1 | 341271AF1 | STATE BOARD OF ADMINISTRATION FINANCE CORP | 312000.0 | 257164.6 | MUN | Long | |
34157XBE6 | 34157XBE6 | FLORIDA STATE BOARD OF GOVERNORS | 12000.0 | 12536.18 | MUN | Long | |
000000000 | 000000000 | JPMorgan | -22.0 | -2360.9 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -25.0 | -20592.27 | CORP | N/A | |
36170JAC0 | 36170JAC0 | GGAM FINANCE LTD | 255000.0 | 257225.88 | CORP | Long | |
361841AH2 | 361841AH2 | GLP CAPITAL LP | 195000.0 | 190916.49 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -2.0 | -941.9 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -11.0 | -9174.2 | CORP | N/A | |
000000000 | 000000000 | Citi | -49.0 | -81772.47 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -4.0 | -2652.64 | CORP | N/A | |
39530VAA6 | 39530VAA6 | GREENKO SOLAR MAURITIUS LTD | 200000.0 | 195029.77 | NUSS | Long | |
39531JAA2 | 39531JAA2 | GREENKO WIND PROJECTS (MAURITIUS) LTD | 405000.0 | 391365.33 | NUSS | Long | |
000000000 | 000000000 | Morgan Stanley | -32.0 | -55179.99 | CORP | N/A | |
X7360WBP6 | X7360WBP6 | ROMANIA (REPUBLIC OF) | 200000.0 | 162566.93 | NUSS | Long | |
361841AK5 | 361841AK5 | GLP CAPITAL LP | 80000.0 | 78937.31 | CORP | Long | |
361841AL3 | 361841AL3 | GLP CAPITAL LP | 130000.0 | 124256.63 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -1.0 | -3663.93 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 1.0 | -69.37 | CORP | N/A | |
39807UAD8 | 39807UAD8 | GREYSTAR REAL ESTATE PARTNERS LLC | 87000.0 | 88502.39 | CORP | Long | |
39843UAA0 | 39843UAA0 | GRIFOLS SA | 285000.0 | 251979.03 | CORP | Long | |
361841AP4 | 361841AP4 | GLP CAPITAL LP | 20000.0 | 17553.65 | CORP | Long | |
361841AQ2 | 361841AQ2 | GLP CAPITAL LP | 105000.0 | 89767.76 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -2945.91 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -2924.91 | CORP | N/A | |
404119BV0 | 404119BV0 | HCA-THE HEALTHCARE CO | 84000.0 | 75517.45 | CORP | Long | |
404119BX6 | 404119BX6 | HCA-THE HEALTHCARE CO | 575000.0 | 533155.5 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -2.0 | -9.68 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -46.0 | 155.15 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -5.0 | -2937.03 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -132.0 | -185469.72 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -5.0 | -14102.12 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -8.0 | -37581.86 | CORP | N/A | |
36185MDN9 | 36185MDN9 | GMACM_06-AR1 | 411185.78 | 310595.8 | CORP | Long | |
3622MHAA4 | 3622MHAA4 | GSAMP TRUST GSAMP_07-FM2 | 754785.13 | 431042.77 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -61.0 | 1329.31 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -70.0 | 3150.6 | CORP | N/A | |
362334FT6 | 362334FT6 | FIRST FRANKLIN MORTGAGE LOAN ASSET BACKED CERTIFICATES FFML_06-F | 73491.87 | 72668.49 | CORP | Long | |
362341L56 | 362341L56 | GSAMP TRUST GSAMP_05-WMC3 | 739519.17 | 712280.31 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | -153.0 | -4579.11 | CORP | N/A | |
36245EAE8 | 36245EAE8 | GSAMP TRUST GSAMP_06-HE7 | 62778.08 | 62034.9 | CORP | Long | |
36258PAC1 | 36258PAC1 | GS MORTGAGE SECURITIES TRUST GSMS_20-UPTN | 1750000.0 | 5542.78 | CORP | Long | |
36260AAG1 | 36260AAG1 | GS MORTGAGE_BACKED SECURITIES GSMBS_20-RPL1 | 800000.0 | 608605.04 | CORP | Long | |
36264PAD1 | 36264PAD1 | GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ4 | 642369.08 | 486544.41 | CORP | Long | |
36321PAD2 | 36321PAD2 | GALAXY PIPELINE ASSETS BIDCO LTD | 169888.0 | 143842.87 | CORP | Long | |
404119BZ1 | 404119BZ1 | HCA-THE HEALTHCARE CO | 230000.0 | 199766.47 | CORP | Long | |
404119CA5 | 404119CA5 | HCA-THE HEALTHCARE CO | 1324000.0 | 1164630.44 | CORP | Long | |
404119CQ0 | 404119CQ0 | HCA-THE HEALTHCARE CO | 205000.0 | 201457.32 | CORP | Long | |
404121AJ4 | 404121AJ4 | HCA-THE HEALTHCARE CO | 100000.0 | 100176.07 | CORP | Long | |
404280CM9 | 404280CM9 | HSBC HOLDINGS PLC | 125000.0 | 112610.62 | CORP | Long | |
404280CS6 | 404280CS6 | HSBC HOLDINGS PLC | 40000.0 | 38970.96 | CORP | Long | |
404280CT4 | 404280CT4 | HSBC HOLDINGS PLC | 215000.0 | 172506.99 | CORP | Long | |
44409MAD8 | 44409MAD8 | HUDSON PACIFIC PROPERTIES LP | 15000.0 | 12699.63 | CORP | Long | |
44421MAN0 | 44421MAN0 | HUDSON YARDS HY_19-55HY | 85000.0 | 58207.1 | CORP | Long | |
448579AJ1 | 448579AJ1 | HYATT HOTELS CORP | 451000.0 | 453387.22 | CORP | Long | |
451102BW6 | 451102BW6 | ICAHN ENTERPRISES LP | 50000.0 | 49048.73 | CORP | Long | |
451102BZ9 | 451102BZ9 | ICAHN ENTERPRISES LP | 200000.0 | 181076.0 | CORP | Long | |
451102CC9 | 451102CC9 | ICAHN ENTERPRISES LP | 35000.0 | 28855.97 | CORP | Long | |
45254NKR7 | 45254NKR7 | IMM_04-8 | 166533.82 | 164404.67 | CORP | Long | |
45257EAC8 | 45257EAC8 | IMPAC SECURED ASSETS CORP IMSA_06-5 | 500083.47 | 442206.71 | CORP | Long | |
45434L2A1 | 45434L2A1 | INDIAN RAILWAY FINANCE CORP LTD | 200000.0 | 173863.79 | NUSS | Long | |
455780CS3 | 455780CS3 | INDONESIA (REPUBLIC OF) | 200000.0 | 185896.37 | NUSS | Long | |
455780CW4 | 455780CW4 | INDONESIA (REPUBLIC OF) | 200000.0 | 138334.72 | NUSS | Long | |
456606JN3 | 456606JN3 | INABS_05-D | 61482.95 | 60387.47 | CORP | Long | |
45661EAA2 | 45661EAA2 | INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2 | 658676.77 | 527368.17 | CORP | Long | |
45661EAB0 | 45661EAB0 | INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2 | 607196.86 | 486151.44 | CORP | Long | |
458182EL2 | 458182EL2 | INTER-AMERICAN DEV BANK | 230000.0 | 174312.96 | CORP | Long | |
530307AE7 | 530307AE7 | LIBERTY BROADBAND CORP | 755000.0 | 754547.0 | CORP | Long | |
531229AR3 | 531229AR3 | LIBERTY MEDIA CORP | 185000.0 | 186665.0 | CORP | Long | |
53218DAA6 | 53218DAA6 | LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2 | 385000.0 | 376583.01 | CORP | Long | |
53218DAE8 | 53218DAE8 | LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2 | 605000.0 | 586105.91 | CORP | Long | |
538034AR0 | 538034AR0 | LIVE NATION ENTERTAINMENT INC | 89000.0 | 83657.87 | CORP | Long | |
539439AQ2 | 539439AQ2 | LLOYDS BANKING GROUP PLC | 185000.0 | 170413.48 | CORP | Long | |
53944YAU7 | 53944YAU7 | LLOYDS BANKING GROUP PLC | 145000.0 | 134682.15 | CORP | Long | |
53945CJY7 | 53945CJY7 | LOS ANGELES CALIF | 20000.0 | 20948.0 | MUN | Long | |
54251MAA2 | 54251MAA2 | LBMLT_06-4 | 973859.61 | 503299.8 | CORP | Long | |
58405FAA3 | 58405FAA3 | MEDCO OAK TREE PTE LTD | 440000.0 | 434985.17 | CORP | Long | |
592029BN1 | 592029BN1 | MET GOVT NASHVILLE & DAVIDSON CNTY TENN HEALTH & EDL FACS BRD | 10000.0 | 9631.57 | MUN | Long | |
59333P6L7 | 59333P6L7 | MIAMI DADE CNTY FL AVIATION REVENUE | 85000.0 | 65344.02 | MUN | Long | |
59921PAB2 | 59921PAB2 | UNITED AIRLINES HOLDINGS INC | 271875.0 | 279927.94 | CORP | Long | |
59981BAL8 | 59981BAL8 | MILL CITY MORTGAGE TRUST MCMLT_19-GS1 | 800000.0 | 521664.72 | CORP | Long | |
60636ANP4 | 60636ANP4 | MISSOURI ST HEALTH & EDL FACS AUTH | 5000.0 | 5085.82 | MUN | Long | |
60783XAA2 | 60783XAA2 | MODIVCARE ESCROW ISSUER INC | 174000.0 | 133138.19 | CORP | Long | |
61690VBA5 | 61690VBA5 | MORGAN STANLEY BAML TRUST MSBAM_15-C26 | 8899203.05 | 83711.24 | CORP | Long | |
61691DAA5 | 61691DAA5 | MORGAN STANLEY CAPITAL I TRUST MSC_18-MP | 315000.0 | 256439.55 | CORP | Long | |
6174468X0 | 6174468X0 | MORGAN STANLEY | 100000.0 | 76883.64 | CORP | Long | |
61744CLW4 | 61744CLW4 | MORGAN STANLEY ABS CAPITAL I MSAC_05-WMC1 | 225431.63 | 218678.49 | CORP | Long | |
61747YED3 | 61747YED3 | MORGAN STANLEY | 190000.0 | 148686.06 | CORP | Long | |
61747YEF8 | 61747YEF8 | MORGAN STANLEY | 445000.0 | 335925.4 | CORP | Long | |
61748HLN9 | 61748HLN9 | MSM_05-5AR | 500000.0 | 483609.3 | CORP | Long | |
61753EAB6 | 61753EAB6 | MORGAN STANLEY CAPITAL INC MSAC_07-HE2 | 1193348.51 | 509880.23 | CORP | Long | |
61755AAE6 | 61755AAE6 | MORGAN STANLEY CAPITAL INC MSAC_07-NC3 | 643176.79 | 454079.47 | CORP | Long | |
61766RBA3 | 61766RBA3 | MORGAN STANLEY BAML TRUST MSBAM_ | 2065499.63 | 56845.23 | CORP | Long | |
62848BAA9 | 62848BAA9 | MVW OWNER TRUST MVWOT_18-1A | 18461.13 | 18115.1 | CORP | Long | |
62877VAA9 | 62877VAA9 | NBM US HOLDINGS INC | 200000.0 | 198274.42 | CORP | Long | |
62886EAZ1 | 62886EAZ1 | NCR VOYIX CORP | 195000.0 | 171874.73 | CORP | Long | |
62923JAA0 | 62923JAA0 | NOMURA NLT_21-INV1 | 734741.64 | 587803.75 | CORP | Long | |
638671AJ6 | 638671AJ6 | NATIONWIDE MUT INS CO | 450000.0 | 449309.28 | CORP | Long | |
63874GAL9 | 63874GAL9 | NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_18-ALXA | 60000.0 | 41961.38 | CORP | Long | |
74923VAJ9 | 74923VAJ9 | RAD CLO LTD RAD_23-22 | 250000.0 | 249770.0 | CORP | Long | |
74924SAD8 | 74924SAD8 | RASC_07-KS1 | 1219485.22 | 1120481.19 | CORP | Long | |
74958DAA6 | 74958DAA6 | RESIDENTIAL FUNDING MORTGAGE SEC I RFMSI_06-S10 | 547454.12 | 400966.4 | CORP | Long | |
75103AAA3 | 75103AAA3 | RAISING CANES RESTAURANTS LLC | 85000.0 | 89283.62 | CORP | Long | |
751153AA5 | 751153AA5 | RESIDENTIAL ACCREDIT LOANS INC R | 580762.46 | 485735.09 | CORP | Long | |
75115YAA7 | 75115YAA7 | RESIDENTIAL ACCREDIT LOANS INC RALI_07-QO1 | 900123.91 | 763703.11 | CORP | Long | |
75156UAD9 | 75156UAD9 | RESIDENTIAL ASSET MORTGAGE PRODU | 455021.6 | 442141.62 | CORP | Long | |
75735GAA6 | 75735GAA6 | REDE DOR FINANCE SARL | 200000.0 | 172023.25 | CORP | Long | |
76009NAL4 | 76009NAL4 | UPBOUND GROUP INC | 200000.0 | 182231.96 | CORP | Long | |
761713BB1 | 761713BB1 | REYNOLDS AMERICAN INC | 660000.0 | 582398.87 | CORP | Long | |
761CVR042 | 761CVR042 | RESOLUTE FOREST PRODUCTS | 76222.0 | 116223.31 | CORP | Long | |
77340RAM9 | 77340RAM9 | ROCKIES EXPRESS PIPELINE LLC | 100000.0 | 91158.8 | CORP | Long | |
77340RAR8 | 77340RAR8 | ROCKIES EXPRESS PIPELINE LLC | 100000.0 | 92255.77 | CORP | Long | |
77340RAT4 | 77340RAT4 | ROCKIES EXPRESS PIPELINE LLC | 100000.0 | 89498.56 | CORP | Long | |
77341KAE1 | 77341KAE1 | ROCKFORD TOWER CLO LTD ROCKT_21-1A | 448279.0 | 439803.39 | CORP | Long | |
780153BG6 | 780153BG6 | ROYAL CARIBBEAN CRUISES LTD | 495000.0 | 473038.98 | CORP | Long | |
780153BL5 | 780153BL5 | ROYAL CARIBBEAN CRUISES LTD | 63000.0 | 68421.65 | CORP | Long | |
78403DAZ3 | 78403DAZ3 | SBA TOWER TRUST | 240000.0 | 240424.13 | CORP | Long | |
78410GAD6 | 78410GAD6 | SBA COMMUNICATIONS CORP | 890000.0 | 837785.3 | CORP | Long | |
78410GAG9 | 78410GAG9 | SBA COMMUNICATIONS CORP | 380000.0 | 330844.92 | CORP | Long | |
78413KAB8 | 78413KAB8 | SES GLOBAL AMERICAS HOLDINGS GP | 375000.0 | 270245.05 | CORP | Long | |
78413MAC2 | 78413MAC2 | SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE | 425000.0 | 301716.64 | CORP | Long | |
87264AAV7 | 87264AAV7 | T-MOBILE USA INC | 118000.0 | 115475.79 | CORP | Long | |
87264ABD6 | 87264ABD6 | T-MOBILE USA INC | 20000.0 | 19077.56 | CORP | Long | |
87264ABS3 | 87264ABS3 | T-MOBILE USA INC | 90000.0 | 79257.64 | CORP | Long | |
87264ABT1 | 87264ABT1 | T-MOBILE USA INC | 125000.0 | 105932.7 | CORP | Long | |
87264ABU8 | 87264ABU8 | T-MOBILE USA INC | 304000.0 | 285802.98 | CORP | Long | |
87264ABV6 | 87264ABV6 | T-MOBILE USA INC | 250000.0 | 226770.69 | CORP | Long | |
87264ABW4 | 87264ABW4 | T-MOBILE USA INC | 360000.0 | 316857.15 | CORP | Long | |
87266GAA8 | 87266GAA8 | TMS ISSUER SARL | 300000.0 | 304262.7 | CORP | Long | |
87267WAA2 | 87267WAA2 | T-MOBILE US TRUST TMUST_22-1 | 380000.0 | 376955.33 | CORP | Long | |
87342RAC8 | 87342RAC8 | TACO BELL FUNDING BELL_16-1A | 553125.0 | 537966.61 | CORP | Long | |
87407RAA4 | 87407RAA4 | TAL ADVANTAGE LLC TAL_20-1A | 307050.0 | 272714.53 | CORP | Long | |
88032WBB1 | 88032WBB1 | TENCENT HOLDINGS LTD | 200000.0 | 147702.02 | CORP | Long | |
88033GDT4 | 88033GDT4 | TENET HLTHCR CORP | 175000.0 | 175205.35 | CORP | Long | |
88258MAB1 | 88258MAB1 | TEXAS NAT GAS SECURITIZATION FIN CORP REV | 460000.0 | 452733.61 | MUN | Long | |
882724V20 | 882724V20 | TEXAS (STATE OF) | 250000.0 | 244281.15 | MUN | Long | |
882854B76 | 882854B76 | TEXAS WATER DEV BRD | 20000.0 | 19170.15 | MUN | Long | |
88315LAG3 | 88315LAG3 | TEXTAINER MARINE CONTAINERS LIMITED TMCL_20-2 | 214985.66 | 190265.25 | CORP | Long | |
88315LAJ7 | 88315LAJ7 | TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A | 256260.0 | 225692.54 | CORP | Long | |
88315LAQ1 | 88315LAQ1 | TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2A | 614833.36 | 531520.86 | CORP | Long | |
902973BC9 | 902973BC9 | US BANCORP | 185000.0 | 140631.31 | CORP | Long | |
90353TAC4 | 90353TAC4 | UBER TECHNOLOGIES INC | 145000.0 | 147408.59 | CORP | Long | |
90353TAL4 | 90353TAL4 | UBER TECHNOLOGIES INC | 180000.0 | 186115.26 | CORP | Long | |
90473LAC6 | 90473LAC6 | UNIFRAX ESCROW ISSUER CORP | 155000.0 | 82508.3 | CORP | Long | |
910208AA5 | 910208AA5 | UNITED ELECTRIC SECURITIZATION LLC | 100000.0 | 98529.47 | CORP | Long | |
91087BAM2 | 91087BAM2 | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 475000.0 | 388200.37 | NUSS | Long | |
91087BAR1 | 91087BAR1 | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 200000.0 | 163031.11 | NUSS | Long | |
911363AM1 | 911363AM1 | UNITED RENTALS (NORTH AMERICA) INC | 345000.0 | 300260.91 | CORP | Long | |
911365BG8 | 911365BG8 | UNITED RENTALS (NORTH AMERICA) INC | 205000.0 | 197089.57 | CORP | Long | |
911365BN3 | 911365BN3 | UNITED RENTALS (NORTH AMERICA) INC | 365000.0 | 325979.41 | CORP | Long | |
93364CAA6 | 93364CAA6 | WAMU_07-OA4 | 545823.03 | 423176.16 | CORP | Long | |
93710WAA3 | 93710WAA3 | WASH MULTIFAMILY ACQUISITION INC | 145000.0 | 136492.41 | CORP | Long | |
93934FMN9 | 93934FMN9 | WASHINGTON MUTUAL MORTGAGE PASS- | 206023.024 | 156287.89 | CORP | Long | |
940157X70 | 940157X70 | WASHINGTON SUBN SAN DIST MD | 10000.0 | 10095.75 | MUN | Long | |
94107JAA1 | 94107JAA1 | WASTE PRO USA INC | 287000.0 | 270769.68 | CORP | Long | |
94985JBQ2 | 94985JBQ2 | WFMBS_07-7 | 823748.42 | 726927.42 | CORP | Long | |
95000U2S1 | 95000U2S1 | WELLS FARGO & COMPANY | 160000.0 | 143818.6 | CORP | Long | |
95000U2U6 | 95000U2U6 | WELLS FARGO & COMPANY | 1335000.0 | 1117877.68 | CORP | Long | |
95000U3B7 | 95000U3B7 | WELLS FARGO & COMPANY | 90000.0 | 84304.52 | CORP | Long | |
95002NAL1 | 95002NAL1 | WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-JWDR | 425000.0 | 381892.21 | CORP | Long | |
958667AC1 | 958667AC1 | WESTERN MIDSTREAM OPERATING LP | 445000.0 | 403702.63 | CORP | Long | |
3132DPAX6 | 3132DPAX6 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 249004.61 | 241527.08 | USGA | Long | |
3137FARN0 | 3137FARN0 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q004 | 1375736.36 | 44281.65 | USGA | Long | |
97705MVH5 | 97705MVH5 | WISCONSIN (STATE OF) | 5000.0 | 5024.64 | MUN | Long | |
98310WAS7 | 98310WAS7 | TRAVEL + LEISURE CO | 150000.0 | 149901.74 | CORP | Long | |
3137FBTD8 | 3137FBTD8 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K728 | 1975000.0 | 32284.54 | USGA | Long | |
3137FG7J8 | 3137FG7J8 | FREDDIE MAC FHLMC_K732 | 1350000.0 | 45561.02 | USGA | Long | |
3137FNAP5 | 3137FNAP5 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KL05 | 2400000.0 | 102085.92 | USGA | Long | |
3137FNBB5 | 3137FNBB5 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K096 | 3390000.0 | 309202.24 | USGA | Long | |
988498AL5 | 988498AL5 | YUM! BRANDS INC. | 645000.0 | 600386.69 | CORP | Long | |
988498AN1 | 988498AN1 | YUM! BRANDS INC. | 780000.0 | 669369.53 | CORP | Long | |
3137FQK93 | 3137FQK93 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KC07 | 3861387.24 | 49868.27 | USGA | Long | |
3137FQKX0 | 3137FQKX0 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_19-P002 | 705000.0 | 53438.01 | USGA | Long | |
3137H0H76 | 3137H0H76 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KLU3 | 1583290.68 | 153300.22 | USGA | Long | |
3140QMTW4 | 3140QMTW4 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 1017626.78 | 790796.47 | USGA | Long | |
988498AP6 | 988498AP6 | YUM! BRANDS INC. | 300000.0 | 269377.82 | CORP | Long | |
98919VAA3 | 98919VAA3 | ZAYO GROUP HOLDINGS INC | 118000.0 | 90327.38 | CORP | Long | |
3140QQVF9 | 3140QQVF9 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 421296.91 | 415615.28 | USGA | Long | |
3140XGX46 | 3140XGX46 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 462056.74 | 359336.23 | USGA | Long | |
3140XJGY3 | 3140XJGY3 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 554347.2353 | 522135.07 | USGA | Long | |
3140XJMB6 | 3140XJMB6 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 135778.03 | 134544.92 | USGA | Long | |
000000000 | 000000000 | JPMorgan | 7.0 | 1172.3 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -51.0 | -85556.05 | CORP | N/A | |
01F0526C1 | 01F0526C1 | UMBS | 200000.0 | 197060.57 | USGA | Long | |
02151DAD6 | 02151DAD6 | COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-OH3 | 436853.52 | 384281.26 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -5.0 | -9104.42 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -1.0 | -2736.69 | CORP | N/A | |
3140XJV26 | 3140XJV26 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 354228.34 | 350408.8 | USGA | Long | |
3140XJVP5 | 3140XJVP5 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 269932.49 | 254224.38 | USGA | Long | |
3140XJVZ3 | 3140XJVZ3 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 187495.87 | 181505.78 | USGA | Long | |
3140XK6V7 | 3140XK6V7 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 259561.76 | 250781.35 | USGA | Long | |
000000000 | 000000000 | ANZ Securities | 1902395.72 | 9913.53 | CORP | N/A | |
000000000 | 000000000 | KUNTARAHOITUS OYJ | 2000000.0 | 187346.26 | MUN | Long | |
3140XLPD4 | 3140XLPD4 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 1616901.55 | 1311497.19 | USGA | Long | |
31418EGG9 | 31418EGG9 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054814.72 | 1733387.64 | USGA | Long | |
000000000 | 000000000 | BNG BANK NV | 630000.0 | 388906.75 | NUSS | Long | |
000000000 | 000000000 | THERMO FISHER | 125000.0 | 129894.23 | CORP | Long | |
31418EGJ3 | 31418EGJ3 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 317407.11 | 288245.53 | USGA | Long | |
31418EU73 | 31418EU73 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 1502443.95 | 1407297.01 | USGA | Long | |
000000000 | 000000000 | ALBERTA (PROVINCE OF) | 290000.0 | 303653.21 | MUN | Long | |
000000000 | 000000000 | ALLERGAN FUNDING SCS | 100000.0 | 100721.64 | CORP | Long | |
31418EU81 | 31418EU81 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 830051.21 | 799243.77 | USGA | Long | |
366651AE7 | 366651AE7 | GARTNER INC | 140000.0 | 122284.16 | CORP | Long | |
000000000 | 000000000 | INTL BANK FOR RECONSTRUCT | 850000.0 | 767158.43 | CORP | Long | |
000000000 | 000000000 | MALAYSIA (GOVERNMENT OF) | 965000.0 | 209287.18 | NUSS | Long | |
367910AE6 | 367910AE6 | GE-WMC MORTGAGE SECURITIES LLC GEWMC_05-1 | 218927.43 | 211898.57 | CORP | Long | |
37954FAJ3 | 37954FAJ3 | GLOBAL PARTNERS LP | 150000.0 | 139619.43 | CORP | Long | |
37959DAC8 | 37959DAC8 | GLOBO COMUNICACOES E PARTICIPACOES SA | 200000.0 | 165318.61 | CORP | Long | |
38141GXR0 | 38141GXR0 | GOLDMAN SACHS GROUP INC/THE | 720000.0 | 558271.72 | CORP | Long | |
000000000 | 000000000 | IRELAND (GOVERNMENT) | 235000.0 | 235245.78 | NUSS | Long | |
000000000 | 000000000 | KOMMUNALBANKEN AS | 184000.0 | 121926.93 | NUSS | Long | |
381743AA1 | 381743AA1 | GOLUB CAPITAL PARTNERS CLO LTD GOCAP_21-54A | 450000.0 | 445435.65 | CORP | Long | |
38378BBQ1 | 38378BBQ1 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-4 | 1715920.41 | 17.16 | USGA | Long | |
023765AA8 | 023765AA8 | AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS | 174250.0 | 156060.57 | CORP | Long | |
02376CBJ3 | 02376CBJ3 | AADVANTAGE LOYALTY IP LTD | 184500.0 | 187036.88 | CORP | Long | |
404280CV9 | 404280CV9 | HSBC HOLDINGS PLC | 215000.0 | 182588.77 | CORP | Long | |
404280DW6 | 404280DW6 | HSBC HOLDINGS PLC | 275000.0 | 279349.46 | CORP | Long | |
40430HCN6 | 40430HCN6 | HASC_05-I1 | 482464.04 | 431486.7 | CORP | Long | |
404530AA5 | 404530AA5 | HACKENSACK MERIDIAN HEALTH | 300000.0 | 250248.43 | CORP | Long | |
409328AP6 | 409328AP6 | HAMPTON ROADS VA TRANSPRTN ACCOUNTABILITY COMMISSION | 35000.0 | 35515.69 | MUN | Long | |
41165BAA8 | 41165BAA8 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT_07-6 | 443046.77 | 374831.52 | CORP | Long | |
000000000 | 000000000 | BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) | 3115000.0 | 656381.64 | NUSS | Long | |
000000000 | 000000000 | AUSTRIA (REPUBLIC OF) | 380000.0 | 368471.81 | NUSS | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 16118000000.0 | 1040239.75 | NUSS | Long | |
000000000 | 000000000 | TREASURY CORPORATION OF VICTORIA | 215000.0 | 105887.05 | MUN | Long | |
42225UAG9 | 42225UAG9 | HEALTHCARE REALTY HOLDINGS LP | 35000.0 | 29734.87 | CORP | Long | |
42225UAH7 | 42225UAH7 | HEALTHCARE REALTY HOLDINGS LP | 160000.0 | 123763.24 | CORP | Long | |
42225UAK0 | 42225UAK0 | HEALTHCARE REALTY HOLDINGS LP | 63000.0 | 56973.9 | CORP | Long | |
42225UAL8 | 42225UAL8 | HEALTHCARE REALTY HOLDINGS LP | 40000.0 | 31541.57 | CORP | Long | |
000000000 | 000000000 | INDIA (REPUBLIC OF) | 11000000.0 | 126596.71 | NUSS | Long | |
000000000 | 000000000 | QNB FINANCE LTD | 200000.0 | 198290.47 | NUSS | Long | |
000000000 | 000000000 | CHUBB INA HOLDINGS INC | 180000.0 | 188595.94 | CORP | Long | |
000000000 | 000000000 | MALAYSIA (GOVERNMENT OF) | 1015000.0 | 215320.2 | NUSS | Long | |
000000000 | 000000000 | ENGIE SA | 100000.0 | 97479.61 | CORP | Long | |
000000000 | 000000000 | PHILIPPINES (REPUBLIC OF) | 535000.0 | 524252.33 | NUSS | Long | |
42225UAM6 | 42225UAM6 | HEALTHCARE REALTY HOLDINGS LP | 56000.0 | 41535.33 | CORP | Long | |
42307TAH1 | 42307TAH1 | KRAFT HEINZ FOODS CO | 120000.0 | 132852.61 | CORP | Long | |
000000000 | 000000000 | INDIA (REPUBLIC OF) | 3500000.0 | 41970.78 | NUSS | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 1095000000.0 | 74489.57 | NUSS | Long | |
428040DB2 | 428040DB2 | HERTZ CORPORATION (THE) | 224000.0 | 172073.42 | CORP | Long | |
46627MCS4 | 46627MCS4 | JP MORGAN ALTERNATIVE LOAN TRUST JPALT_06-A1 | 234950.78 | 211663.87 | CORP | Long | |
46630KAU0 | 46630KAU0 | JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_07-HE1 | 1103000.0 | 987510.5 | CORP | Long | |
466317AU8 | 466317AU8 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-NL | 224544.3 | 186923.29 | CORP | Long | |
000000000 | 000000000 | E.ON SE | 65000.0 | 63267.2 | CORP | Long | |
000000000 | 000000000 | THERMO FISHER | 315000.0 | 303529.0 | CORP | Long | |
46631KAF2 | 46631KAF2 | JP MORGAN MORTGAGE ACQUISITION C | 325000.0 | 304231.04 | CORP | Long | |
46642EBA3 | 46642EBA3 | JPMBB_14-C21 | 735855.2 | 1667.89 | CORP | Long | |
02376RAF9 | 02376RAF9 | AMERICAN AIRLINES GROUP INC | 490000.0 | 517930.0 | CORP | Long | |
02401LAA2 | 02401LAA2 | AMERICAN ASSETS TRUST LP | 155000.0 | 118694.09 | CORP | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 4550000000.0 | 327185.62 | NUSS | Long | |
000000000 | 000000000 | NEW ZEALAND (GOVERNMENT OF) | 165000.0 | 98310.7 | NUSS | Long | |
025816CH0 | 025816CH0 | AMERICAN EXPRESS COMPANY | 85000.0 | 71631.74 | CORP | Long | |
02660TDH3 | 02660TDH3 | AHM_05-1 | 70899.91 | 69948.8 | CORP | Long | |
46643ABG7 | 46643ABG7 | JPMBB_14-C23 | 2332482.81 | 6740.64 | CORP | Long | |
46643TBC5 | 46643TBC5 | JPMBB_14-C26 | 4701530.9 | 24359.1 | CORP | Long | |
46647PBX3 | 46647PBX3 | JPMORGAN CHASE & CO | 460000.0 | 361359.93 | CORP | Long | |
46647PBY1 | 46647PBY1 | JPMORGAN CHASE & CO | 250000.0 | 246939.19 | CORP | Long | |
000000000 | 000000000 | AUSTRALIA (COMMONWEALTH OF) | 300000.0 | 185996.66 | NUSS | Long | |
000000000 | 000000000 | NEW ZEALAND (GOVERNMENT OF) | 1340000.0 | 733092.15 | NUSS | Long | |
46647PCB0 | 46647PCB0 | JPMORGAN CHASE & CO | 285000.0 | 259461.92 | CORP | Long | |
46647PCC8 | 46647PCC8 | JPMORGAN CHASE & CO | 450000.0 | 367912.48 | CORP | Long | |
02666TAE7 | 02666TAE7 | AMERICAN HOMES 4 RENT LP | 8000.0 | 6862.76 | CORP | Long | |
02666TAF4 | 02666TAF4 | AMERICAN HOMES 4 RENT LP | 210000.0 | 156420.69 | CORP | Long | |
000000000 | 000000000 | NORDIC INVESTMENT BANK | 3100000.0 | 283672.33 | CORP | Long | |
000000000 | 000000000 | ASIAN DEVELOPMENT BANK | 135000.0 | 85386.11 | CORP | Long | |
46647PCJ3 | 46647PCJ3 | JPMORGAN CHASE & CO | 105000.0 | 91020.33 | CORP | Long | |
46651EAA2 | 46651EAA2 | JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-OSB | 375000.0 | 324181.69 | CORP | Long | |
47077WAA6 | 47077WAA6 | JANE STREET GROUP LLC | 195000.0 | 175055.2 | CORP | Long | |
47214BAA6 | 47214BAA6 | JBS USA LUX SA | 278000.0 | 280260.66 | CORP | Long | |
000000000 | 000000000 | QUEBEC (PROVINCE OF) | 105000.0 | 132339.2 | MUN | Long | |
000000000 | 000000000 | JPMorgan | -36.0 | 7945.8 | CORP | N/A | |
03027WAM4 | 03027WAM4 | AMERICAN TOWER TRUST 1 | 410000.0 | 407820.24 | CORP | Long | |
03027XBC3 | 03027XBC3 | AMERICAN TOWER CORP | 175000.0 | 141356.97 | CORP | Long | |
476556DB8 | 476556DB8 | JERSEY CTL PWR & LT CO | 330000.0 | 328313.47 | CORP | Long | |
477164AA5 | 477164AA5 | JETBLUE AIRWAYS CORPORATION 2020-1 PASS THROUGH TRUST JBLU_20-1 | 321475.6 | 284692.49 | CORP | Long | |
03027XBM1 | 03027XBM1 | AMERICAN TOWER CORP | 300000.0 | 247047.63 | CORP | Long | |
03040WBB0 | 03040WBB0 | AMERICAN WATER CAPITAL CORP | 365000.0 | 363540.0 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | -64.0 | 18761.82 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -23.0 | -2892.77 | CORP | N/A | |
48128BAN1 | 48128BAN1 | JPMORGAN CHASE & CO | 85000.0 | 76684.85 | CORP | Long | |
49272YAB9 | 49272YAB9 | Kedrion | 296000.0 | 262263.19 | CORP | Long | |
49338CAD5 | 49338CAD5 | KEYSPAN GAS EAST CORP | 170000.0 | 167059.67 | CORP | Long | |
49456BAG6 | 49456BAG6 | KINDER MORGAN INC | 145000.0 | 137227.65 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -9.0 | 2842.7 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -2.0 | 583.1 | CORP | N/A | |
50076QAR7 | 50076QAR7 | KRAFT HEINZ FOODS CO | 135000.0 | 147785.99 | CORP | Long | |
50077LAB2 | 50077LAB2 | KRAFT HEINZ FOODS CO | 620000.0 | 505681.81 | CORP | Long | |
67114JAA8 | 67114JAA8 | ONSLOW BAY FINANCIAL LLC OBX_21-NQM3 | 593699.86 | 438901.47 | CORP | Long | |
67115YAC0 | 67115YAC0 | OCCU AUTO RECEIVABLES TRUST OCCU_22-1 | 350000.0 | 347248.84 | CORP | Long | |
031162DR8 | 031162DR8 | AMGEN INC | 75000.0 | 74256.85 | CORP | Long | |
031162DU1 | 031162DU1 | AMGEN INC | 43000.0 | 42129.34 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -24.0 | -1490.3 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -15.0 | 7858.7 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -5.0 | 1010.57 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 34.0 | 8054.24 | CORP | N/A | |
674599CH6 | 674599CH6 | OCCIDENTAL PETROLEUM CORPORATION | 55000.0 | 52167.33 | CORP | Long | |
674599CR4 | 674599CR4 | OCCIDENTAL PETROLEUM CORPORATION | 100000.0 | 93431.47 | CORP | Long | |
674599DD4 | 674599DD4 | OCCIDENTAL PETROLEUM CORPORATION | 195000.0 | 211884.99 | CORP | Long | |
674599ED3 | 674599ED3 | OCCIDENTAL PETROLEUM CORPORATION | 580000.0 | 599895.82 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 5.0 | 14279.0 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 27.0 | 76675.66 | CORP | N/A | |
674599EF8 | 674599EF8 | OCCIDENTAL PETROLEUM CORPORATION | 285000.0 | 288161.73 | CORP | Long | |
67920QY51 | 67920QY51 | OKLAHOMA ST WTR RES BRD | 45000.0 | 44988.55 | MUN | Long | |
682357AA6 | 682357AA6 | 180 MEDICAL INC | 201000.0 | 175861.24 | CORP | Long | |
68245XAH2 | 68245XAH2 | 1011778 BC UNLIMITED LIABILITY CO | 325000.0 | 299210.13 | CORP | Long | |
032CVR011 | 032CVR011 | AMRYT PHARMA PLC | 225430.0 | 3832.31 | CORP | Long | |
032CVR029 | 032CVR029 | AMRYT PHARMA PLC | 225430.0 | 5748.47 | CORP | Long | |
68245XAM1 | 68245XAM1 | 1011778 BC UNLIMITED LIABILITY CO | 870000.0 | 750699.41 | CORP | Long | |
68245XAP4 | 68245XAP4 | 1011778 BC UNLIMITED LIABILITY CO | 670000.0 | 596762.17 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 2.0 | 5615.6 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | 893.9 | CORP | N/A | |
68251PAA5 | 68251PAA5 | 1375209 BC LTD | 180000.0 | 173713.57 | CORP | Long | |
68333ZAN7 | 68333ZAN7 | ONTARIO (PROVINCE OF) | 1109000.0 | 682224.08 | MUN | Long | |
000000000 | 000000000 | Morgan Stanley | -98.0 | -54115.0 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 15.0 | 9412.56 | CORP | N/A | |
683715AF3 | 683715AF3 | OPEN TEXT CORP | 70000.0 | 71966.84 | CORP | Long | |
68389BAN3 | 68389BAN3 | OPTION ONE MORTGAGE LOAN TRUST OOMLT_06-3 | 911887.42 | 568335.11 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | 8.0 | 4438.31 | CORP | N/A | |
68389XBP9 | 68389XBP9 | ORACLE CORPORATION | 55000.0 | 44776.64 | CORP | Long | |
68389XBQ7 | 68389XBQ7 | ORACLE CORPORATION | 280000.0 | 211397.57 | CORP | Long | |
68389XBU8 | 68389XBU8 | ORACLE CORPORATION | 100000.0 | 92794.88 | CORP | Long | |
68389XCA1 | 68389XCA1 | ORACLE CORPORATION | 200000.0 | 147857.23 | CORP | Long | |
68403HAC6 | 68403HAC6 | OOMLT_07-5 | 849674.87 | 437196.64 | CORP | Long | |
68403HAD4 | 68403HAD4 | OOMLT_07-5 | 1546913.14 | 797065.09 | CORP | Long | |
68404LAA0 | 68404LAA0 | OPTION CARE HEALTH INC | 160000.0 | 141408.62 | CORP | Long | |
80281LAQ8 | 80281LAQ8 | SANTANDER UK GROUP HOLDINGS PLC | 110000.0 | 98179.57 | CORP | Long | |
037389BE2 | 037389BE2 | AON CORP | 230000.0 | 198271.92 | CORP | Long | |
03969AAP5 | 03969AAP5 | ARDAGH PACKAGING FINANCE PLC/ARD | 20000.0 | 14646.21 | CORP | Long | |
80556YAE5 | 80556YAE5 | SAXON ASSET SECURITIES TRUST 2007 SAST_07-2 | 562394.9 | 380378.83 | CORP | Long | |
810064AE5 | 810064AE5 | SCOTT 2023-SFS SCOTT_23-SFS | 100000.0 | 96543.7 | CORP | Long | |
03969AAR1 | 03969AAR1 | ARDAGH PACKAGING FINANCE PLC | 206000.0 | 151461.58 | CORP | Long | |
03969YAA6 | 03969YAA6 | ARDAGH METAL PACKAGING FINANCE PLC | 220000.0 | 189421.3 | CORP | Long | |
81104PAA7 | 81104PAA7 | EW SCRIPPS CO | 30000.0 | 25275.0 | CORP | Long | |
81105DAB1 | 81105DAB1 | EW SCRIPPS CO | 140000.0 | 96153.34 | CORP | Long | |
81211KAX8 | 81211KAX8 | SEALED AIR CORPORATION | 357000.0 | 355065.29 | CORP | Long | |
81211KBA7 | 81211KBA7 | SEALED AIR CORPORATION | 100000.0 | 93929.57 | CORP | Long | |
82873MAA1 | 82873MAA1 | SIMMONS FOODS INC | 212000.0 | 175960.0 | CORP | Long | |
82967NBG2 | 82967NBG2 | SIRIUS XM RADIO INC | 550000.0 | 466166.23 | CORP | Long | |
830867AB3 | 830867AB3 | SKYMILES IP LTD | 1214000.0 | 1165679.5 | CORP | Long | |
83612CAA7 | 83612CAA7 | SOUNDVIEW HOME EQUITY LOAN TRUST | 263121.5 | 245877.25 | CORP | Long | |
836205AY0 | 836205AY0 | SOUTH AFRICA (REPUBLIC OF) | 200000.0 | 185453.38 | NUSS | Long | |
8371477D3 | 8371477D3 | SOUTH CAROLINA PUBLIC SERVICE AUTHORITY | 65000.0 | 65957.72 | MUN | Long | |
842587CV7 | 842587CV7 | SOUTHERN COMPANY (THE) | 184000.0 | 174942.31 | CORP | Long | |
844741BG2 | 844741BG2 | SOUTHWEST AIRLINES CO | 390000.0 | 382008.3 | CORP | Long | |
845437BT8 | 845437BT8 | SOUTHWESTERN ELECTRIC POWER COMPANY | 85000.0 | 53274.58 | CORP | Long | |
845467AL3 | 845467AL3 | SOUTHWESTERN ENERGY CO | 4000.0 | 3988.14 | CORP | Long | |
84762LAW5 | 84762LAW5 | SPECTRUM BRANDS INC | 85000.0 | 79315.33 | CORP | Long | |
85207UAJ4 | 85207UAJ4 | SPRINT LLC | 180000.0 | 182969.56 | CORP | Long | |
85208NAE0 | 85208NAE0 | SPRINT SPECTRUM CO LLC | 112500.0 | 110855.7 | CORP | Long | |
86358EJS6 | 86358EJS6 | STRUCTURED ASSET INVESTMENT LOAN TRUST SAIL_04-6 | 323383.41 | 315318.87 | CORP | Long | |
86359B2K6 | 86359B2K6 | STRUCTURED ASSET SECURITIES CORPORATION SASC_05-2XS | 756186.2 | 708895.22 | CORP | Long | |
86361HAA2 | 86361HAA2 | SAMI_06-AR7 | 693998.3 | 544310.29 | CORP | Long | |
12635FAV6 | 12635FAV6 | CSAIL_15-C3 | 8701002.58 | 67359.68 | CORP | Long | |
12642KAB0 | 12642KAB0 | CSN INOVA VENTURES | 415000.0 | 392853.48 | CORP | Long | |
86361WAA9 | 86361WAA9 | SAMI_06-AR8 | 280787.76 | 234873.65 | CORP | Long | |
885220FS7 | 885220FS7 | THORNBURG MORTGAGE SECURITIES TRUST TMST_04-3 | 310357.17 | 278388.08 | CORP | Long | |
88732JBB3 | 88732JBB3 | TIME WARNER CABLE LLC | 415000.0 | 343902.6 | CORP | Long | |
89117F3M9 | 89117F3M9 | TORONTO-DOMINION BANK/THE | 601000.0 | 424717.01 | CORP | Long | |
89117F8Z5 | 89117F8Z5 | TORONTO-DOMINION BANK/THE | 430000.0 | 433774.2 | CORP | Long | |
89169EAA7 | 89169EAA7 | TOWD POINT MORTGAGE TRUST TPMT_17-5 | 56206.02 | 56539.3 | CORP | Long | |
12653VAA4 | 12653VAA4 | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES CSMC_19-ICE4 | 214466.4404 | 213982.9 | CORP | Long | |
12655VAA2 | 12655VAA2 | CREDIT SUISSE MORTGAGE TRUST CSMC_19-NQM1 | 14100.68 | 13501.7 | CORP | Long | |
89173HAE6 | 89173HAE6 | TOWD POINT MORTGAGE TRUST TPMT_1 | 760000.0 | 677387.77 | CORP | Long | |
89177JAC2 | 89177JAC2 | TOWD POINT MORTGAGE TRUST TPMT_19-2 | 275000.0 | 218816.84 | CORP | Long | |
12656HAC8 | 12656HAC8 | CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL6 | 599554.08 | 589559.09 | CORP | Long | |
12658WAG4 | 12658WAG4 | CREDIT SUISSE MORTGAGE TRUST CSMC_21-B33 | 423000.0 | 293615.51 | CORP | Long | |
92564RAB1 | 92564RAB1 | VICI PROPERTIES LP | 185000.0 | 168085.01 | CORP | Long | |
92564RAD7 | 92564RAD7 | VICI PROPERTIES LP | 5000.0 | 4629.31 | CORP | Long | |
92564RAE5 | 92564RAE5 | VICI PROPERTIES LP | 300000.0 | 261890.53 | CORP | Long | |
92564RAH8 | 92564RAH8 | VICI PROPERTIES LP | 30000.0 | 28556.46 | CORP | Long | |
12659RAC3 | 12659RAC3 | CSMC TRUST CSMC_21-980M | 6982000.0 | 157519.51 | CORP | Long | |
12662GAC2 | 12662GAC2 | CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4 | 1245290.61 | 1179380.99 | CORP | Long | |
92564RAK1 | 92564RAK1 | VICI PROPERTIES LP | 49000.0 | 45463.98 | CORP | Long | |
92564RAL9 | 92564RAL9 | VICI PROPERTIES LP | 100000.0 | 88813.35 | CORP | Long | |
925650AC7 | 925650AC7 | VICI PROPERTIES LP | 29000.0 | 26965.2 | CORP | Long | |
925650AD5 | 925650AD5 | VICI PROPERTIES LP | 777000.0 | 715126.6 | CORP | Long | |
92769VAJ8 | 92769VAJ8 | VIRGIN MEDIA FINANCE PLC | 400000.0 | 334463.27 | CORP | Long | |
92769XAP0 | 92769XAP0 | VIRGIN MEDIA SECURED FINANCE PLC | 510000.0 | 479262.12 | CORP | Long | |
92769XAR6 | 92769XAR6 | VIRGIN MEDIA SECURED FINANCE PLC | 200000.0 | 171535.85 | CORP | Long | |
92858RAA8 | 92858RAA8 | VMED O2 UK FINANCING I PLC | 430000.0 | 361253.23 | CORP | Long | |
92922FS41 | 92922FS41 | WAMU_05-AR8 | 331169.2 | 299515.09 | CORP | Long | |
92933BAR5 | 92933BAR5 | WMG Acquisition | 655000.0 | 541358.36 | CORP | Long | |
92939KAH1 | 92939KAH1 | WFRBS_14-C24 | 2328943.67 | 9329.75 | CORP | Long | |
933631AE3 | 933631AE3 | WMHE_07-HE1 | 1088638.67 | 489706.03 | CORP | Long | |
000000000 | 000000000 | ANZ Securities | -724908.2 | 4697.41 | CORP | N/A | |
000000000 | 000000000 | ANZ Securities | -4264746.3 | -72150.98 | CORP | N/A | |
000000000 | 000000000 | ANZ Securities | -538750.0 | -13863.83 | CORP | N/A | |
000000000 | 000000000 | ANZ Securities | -81158553.0 | -251.5 | CORP | N/A | |
000000000 | 000000000 | ANZ Securities | 2134193.77 | 4823.56 | CORP | N/A | |
000000000 | 000000000 | ANZ Securities | -215096.72 | -5647.36 | CORP | N/A | |
126670RD2 | 126670RD2 | COUNTRYWIDE ASSET_BACKED CERTIFI | 148887.29 | 146331.16 | CORP | Long | |
126673JW3 | 126673JW3 | CWL_04-10 | 827036.37 | 749426.7 | CORP | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 2322000000.0 | 156515.9 | NUSS | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 773000000.0 | 48834.2 | NUSS | Long | |
000000000 | 000000000 | PHILIPPINES (REPUBLIC OF) | 4700000.0 | 97533.32 | NUSS | Long | |
000000000 | 000000000 | MALAYSIA (GOVERNMENT OF) | 1505000.0 | 335109.9 | NUSS | Long | |
000000000 | 000000000 | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 13270000.0 | 697887.26 | NUSS | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 2025000000.0 | 129717.78 | NUSS | Long | |
000000000 | 000000000 | ONTARIO (PROVINCE OF) | 380000.0 | 243484.68 | MUN | Long | |
000000000 | 000000000 | Barclays | 1077500.0 | -2698.78 | CORP | N/A | |
000000000 | 000000000 | Barclays | 9721373.75 | 3680.55 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -129.0 | 29628.91 | CORP | N/A | |
000000000 | 000000000 | KOREA (REPUBLIC OF) | 316190000.0 | 235467.91 | NUSS | Long | |
000000000 | 000000000 | MALAYSIA (GOVERNMENT OF) | 405000.0 | 87860.14 | NUSS | Long | |
000000000 | 000000000 | NORWAY (KINGDOM OF) | 1455000.0 | 126407.84 | NUSS | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 2298000000.0 | 162934.71 | NUSS | Long | |
000000000 | 000000000 | NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD | 565000.0 | 297289.21 | MUN | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 200000.0 | 214843.41 | NUSS | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 4489000000.0 | 309878.43 | NUSS | Long | |
000000000 | 000000000 | NEW SOUTH WALES TREASURY CORPORATION | 705000.0 | 360041.16 | MUN | Long | |
12667G5U3 | 12667G5U3 | CWALT_05-43 | 162707.91 | 137365.93 | CORP | Long | |
12668AEV3 | 12668AEV3 | COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-59 | 713836.54 | 606271.3 | CORP | Long | |
000000000 | 000000000 | PARAGUAY REPUBLIC OF (GOVERNMENT) | 200000.0 | 188739.15 | NUSS | Long | |
000000000 | 000000000 | PHILIPPINES (REPUBLIC OF) | 33665000.0 | 576296.51 | NUSS | Long | |
000000000 | 000000000 | NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD | 350000.0 | 165566.66 | MUN | Long | |
000000000 | 000000000 | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 7249000.0 | 392007.86 | NUSS | Long | |
000000000 | 000000000 | JOHNSON CONTROLS INTERNATIONAL PLC | 100000.0 | 96239.12 | CORP | Long | |
000000000 | 000000000 | QUEENSLAND TREASURY CORPORATION | 215000.0 | 102875.84 | MUN | Long | |
000000000 | 000000000 | INDIA (REPUBLIC OF) | 30950000.0 | 360428.67 | NUSS | Long | |
000000000 | 000000000 | UNITED KINGDOM (GOVERNMENT OF) | 135492.43 | 162407.84 | NUSS | Long | |
000000000 | 000000000 | QUEBEC (PROVINCE OF) | 105000.0 | 109391.22 | MUN | Long | |
000000000 | 000000000 | VMED O2 UK FINANCING I PLC | 305000.0 | 284315.72 | CORP | Long | |
000000000 | 000000000 | AIRBUS SE | 100000.0 | 97427.49 | CORP | Long | |
000000000 | 000000000 | JAPAN (GOVERNMENT OF) | 30000000.0 | 201713.98 | NUSS | Long | |
126698AC3 | 126698AC3 | COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13 | 130784.23 | 114786.48 | CORP | Long | |
126698AD1 | 126698AD1 | COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13 | 259982.996 | 228174.99 | CORP | Long | |
000000000 | 000000000 | CHINA AOYUAN GROUP LTD | 200000.0 | 3417.92 | CORP | Long | |
000000000 | 000000000 | NORWAY (KINGDOM OF) | 4300000.0 | 335838.83 | NUSS | Long | |
000000000 | 000000000 | NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD | 380000.0 | 189096.66 | MUN | Long | |
000000000 | 000000000 | GREECE REPUBLIC OF (GOVERNMENT) | 126000.0 | 132779.16 | NUSS | Long | |
12674TAA4 | 12674TAA4 | C&W SENIOR FINANCING DAC | 200000.0 | 182056.0 | CORP | Long | |
12685JAC9 | 12685JAC9 | CABLE ONE INC | 260000.0 | 202899.47 | CORP | Long | |
13032UDT2 | 13032UDT2 | CALIFORNIA HEALTH FACS FING AUTH | 15000.0 | 14774.36 | MUN | Long | |
13034AK82 | 13034AK82 | CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK | 15000.0 | 14332.16 | MUN | Long | |
000000000 | 000000000 | INDONESIA ASAHAN ALUMINIUM PERSERO PT | 200000.0 | 194530.45 | NUSS | Long | |
000000000 | 000000000 | AUSTRALIA (COMMONWEALTH OF) | 295000.0 | 155823.85 | NUSS | Long | |
000000000 | 000000000 | UNITED KINGDOM (GOVERNMENT OF) | 85000.0 | 106432.67 | NUSS | Long | |
000000000 | 000000000 | QUEENSLAND TREASURY CORPORATION | 502000.0 | 313829.63 | MUN | Long | |
000000000 | 000000000 | PHILIPPINES (REPUBLIC OF) | 9490000.0 | 164186.57 | NUSS | Long | |
000000000 | 000000000 | MALAYSIA (GOVERNMENT OF) | 1300000.0 | 281813.65 | NUSS | Long | |
135087J96 | 135087J96 | CANADA (GOVERNMENT OF) | 295000.0 | 212367.63 | NUSS | Long | |
135087K52 | 135087K52 | CANADA (GOVERNMENT OF) | 1080000.0 | 765257.58 | NUSS | Long | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -731.6 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 2.0 | -313.2 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 1.0 | -2321.6 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -33.0 | -33514.72 | CORP | N/A | |
135087L44 | 135087L44 | CANADA (GOVERNMENT OF) | 190000.0 | 113625.23 | NUSS | Long | |
135087Q23 | 135087Q23 | CANADA (GOVERNMENT OF) | 560000.0 | 385631.89 | NUSS | Long | |
225401AT5 | 225401AT5 | UBS GROUP AG | 450000.0 | 406191.7 | CORP | Long | |
225401AU2 | 225401AU2 | UBS GROUP AG | 295000.0 | 240446.17 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | -48.0 | -33137.56 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 8.0 | 1350.88 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1.0 | 949.04 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | -8841.92 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -2.0 | 1230.28 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -2.0 | 319.47 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -8.0 | -3682.95 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | 587.64 | CORP | N/A | |
225401BB3 | 225401BB3 | UBS GROUP AG | 995000.0 | 1178690.3 | CORP | Long | |
22822VAX9 | 22822VAX9 | CROWN CASTLE INC | 65000.0 | 43845.1 | CORP | Long | |
000000000 | 000000000 | CIBC | -468506.19 | 2855.51 | CORP | N/A | |
000000000 | 000000000 | CIBC | -2261422.07 | -14362.91 | CORP | N/A | |
000000000 | 000000000 | CIBC | -987266.23 | 1186.92 | CORP | N/A | |
000000000 | 000000000 | CIBC | -8068487.34 | -72468.03 | CORP | N/A | |
233046AK7 | 233046AK7 | DB MASTER FINANCE LLC DNKN_19-1A | 181925.0 | 172129.98 | CORP | Long | |
233293AR0 | 233293AR0 | DPL INC | 370000.0 | 357126.01 | CORP | Long | |
000000000 | 000000000 | CIBC | 1124296.23 | 13653.68 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -3999992.08 | 86645.51 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -3599992.76 | 7959.32 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1499996.97 | -3573.11 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1694253.31 | 36422.63 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -448274.01 | 5173.39 | CORP | N/A | |
432833AF8 | 432833AF8 | HILTON DOMESTIC OPERATING COMPANY INC | 351000.0 | 330178.33 | CORP | Long | |
432833AN1 | 432833AN1 | HILTON DOMESTIC OPERATING COMPANY INC | 323000.0 | 271314.13 | CORP | Long | |
43731QAC2 | 43731QAC2 | HOME PARTNERS OF AMERICA TRUST HPA_19-1 | 78846.05 | 72417.75 | CORP | Long | |
44107TAY2 | 44107TAY2 | HOST HOTELS & RESORTS LP | 315000.0 | 270291.22 | CORP | Long | |
44107TAZ9 | 44107TAZ9 | HOST HOTELS & RESORTS LP | 115000.0 | 98231.77 | CORP | Long | |
44328BAB4 | 44328BAB4 | HSI ASSET SECURITIZATION HASC_06 | 1172693.47 | 459976.11 | CORP | Long | |
44409MAA4 | 44409MAA4 | HUDSON PACIFIC PROPERTIES LP | 225000.0 | 176953.88 | CORP | Long | |
44409MAB2 | 44409MAB2 | HUDSON PACIFIC PROPERTIES LP | 50000.0 | 37637.02 | CORP | Long | |
44409MAC0 | 44409MAC0 | HUDSON PACIFIC PROPERTIES LP | 70000.0 | 46592.86 | CORP | Long | |
54251YAD0 | 54251YAD0 | LBMLT_06-10 | 1813662.65 | 539956.03 | CORP | Long | |
54627RAT7 | 54627RAT7 | LOUISIANA LOCAL GOVERNMENT ENVIRONMENT FACILITIES AND COMMUNITY | 210000.0 | 207323.51 | MUN | Long | |
55292WAA8 | 55292WAA8 | MC BRAZIL DOWNSTREAM TRADING SARL | 212575.85 | 161145.95 | CORP | Long | |
552953CH2 | 552953CH2 | MGM RESORTS INTERNATIONAL | 20000.0 | 18504.53 | CORP | Long | |
55354GAK6 | 55354GAK6 | MSCI INC | 745000.0 | 649369.16 | CORP | Long | |
55354GAL4 | 55354GAL4 | MSCI INC | 275000.0 | 240153.36 | CORP | Long | |
55354GAM2 | 55354GAM2 | MSCI INC | 345000.0 | 293578.3 | CORP | Long | |
55354GAQ3 | 55354GAQ3 | MSCI INC | 90000.0 | 71924.8 | CORP | Long | |
55903VBD4 | 55903VBD4 | WARNERMEDIA HOLDINGS INC | 305000.0 | 251934.92 | CORP | Long | |
55903VBE2 | 55903VBE2 | WARNERMEDIA HOLDINGS INC | 813000.0 | 649743.5 | CORP | Long | |
55916AAB0 | 55916AAB0 | MICHAELS COMPANIES INC | 366000.0 | 207676.63 | CORP | Long | |
56035DBQ4 | 56035DBQ4 | MAIN STREET NATURAL GAS INC GA | 45000.0 | 47622.02 | MUN | Long | |
566007AC4 | 566007AC4 | MARB BONDCO PLC | 200000.0 | 154408.95 | CORP | Long | |
57164YAE7 | 57164YAE7 | MARRIOTT VACATIONS WORLDWIDE CORP | 185000.0 | 152625.0 | CORP | Long | |
57563RTM1 | 57563RTM1 | MASSACHUSETTS EDL FING AUTH | 235000.0 | 230676.82 | MUN | Long | |
575718AG6 | 575718AG6 | MA INSTITUTE OF TECH | 370000.0 | 253411.69 | CORP | Long | |
57582RYY6 | 57582RYY6 | MASSACHUSETTS (COMMONWEALTH OF) | 375000.0 | 253805.36 | MUN | Long | |
57584YVQ9 | 57584YVQ9 | MASSACHUSETTS ST DEV FIN AGY | 35000.0 | 36472.0 | MUN | Long | |
576000ZW6 | 576000ZW6 | MASSACHUSETTS SCHOOL BUILDING AUTHORITY | 75000.0 | 51735.68 | MUN | Long | |
576051VR4 | 576051VR4 | MASSACHUSETTS ST WTR RES AUTH | 225000.0 | 176160.76 | MUN | Long | |
57643LKB1 | 57643LKB1 | MABS_05-WF1 | 672399.98 | 665035.45 | CORP | Long | |
57665RAL0 | 57665RAL0 | MATCH GROUP HOLDINGS II LLC | 150000.0 | 130527.12 | CORP | Long | |
577088AA5 | 577088AA5 | H-FOOD HOLDINGS LLC | 145000.0 | 30987.15 | CORP | Long | |
63875DAC5 | 63875DAC5 | NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC | 937398.1 | 9893.77 | CORP | Long | |
718286CJ4 | 718286CJ4 | PHILIPPINES (REPUBLIC OF) | 300000.0 | 257635.33 | NUSS | Long | |
71951QAC6 | 71951QAC6 | PHYSICIANS REALTY LP | 95000.0 | 75079.72 | CORP | Long | |
721283AB5 | 721283AB5 | PIKE CORP | 85000.0 | 85925.29 | CORP | Long | |
72147KAJ7 | 72147KAJ7 | PILGRIMS PRIDE CORP | 150000.0 | 129904.87 | CORP | Long | |
72147KAL2 | 72147KAL2 | PILGRIMS PRIDE CORP | 200000.0 | 204554.69 | CORP | Long | |
72584DAF1 | 72584DAF1 | KFC HOLDING CO | 74.61 | 74.44 | CORP | Long | |
731011AV4 | 731011AV4 | POLAND (REPUBLIC OF) | 155000.0 | 150350.89 | NUSS | Long | |
733174AL0 | 733174AL0 | POPULAR INC | 215000.0 | 215203.71 | CORP | Long | |
737446AN4 | 737446AN4 | POST HOLDINGS INC | 515000.0 | 501068.63 | CORP | Long | |
737446AP9 | 737446AP9 | POST HOLDINGS INC | 225000.0 | 211614.16 | CORP | Long | |
737446AR5 | 737446AR5 | POST HOLDINGS INC | 65000.0 | 56592.68 | CORP | Long | |
74052HAB0 | 74052HAB0 | PREMIER ENTERTAINMENT SUB LLC | 159000.0 | 113065.25 | CORP | Long | |
740816AP8 | 740816AP8 | PRESIDENT AND FELLOWS OF HARVARD | 505000.0 | 315296.8 | CORP | Long | |
74112BAM7 | 74112BAM7 | PRESTIGE BRANDS INC | 207000.0 | 172622.59 | CORP | Long | |
74165HAB4 | 74165HAB4 | PRIME HEALTHCARE SERVICES INC | 187000.0 | 176425.61 | CORP | Long | |
74333QAJ4 | 74333QAJ4 | PROGRESS RESIDENTIAL TRUST PROG_21-SFR9 | 910000.0 | 728397.22 | CORP | Long | |
74445PAE2 | 74445PAE2 | INDONESIA ASAHAN ALUMINIUM PERSERO PT | 485000.0 | 476493.8 | NUSS | Long | |
74727PBB6 | 74727PBB6 | QATAR (STATE OF) | 280000.0 | 249628.76 | NUSS | Long | |
74730DAC7 | 74730DAC7 | QATAR ENERGY | 465000.0 | 381410.94 | NUSS | Long | |
748148SE4 | 748148SE4 | QUEBEC (PROVINCE OF) | 221000.0 | 215751.72 | MUN | Long | |
74922AAA5 | 74922AAA5 | RESIDENTIAL ACCREDIT LOANS INC RALI_07-QH6 | 289806.03 | 262290.28 | CORP | Long | |
74922MAC5 | 74922MAC5 | RESIDENTIAL ACCREDIT LOANS RALI_06-QA6 | 299802.077 | 274687.48 | CORP | Long | |
78413MAE8 | 78413MAE8 | SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE | 35000.0 | 24917.52 | CORP | Long | |
78413MAN8 | 78413MAN8 | SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE | 345000.0 | 197024.6 | CORP | Long | |
78432YAA7 | 78432YAA7 | SG CAPITAL PARTNERS SGR_21-2 | 877082.01 | 678681.06 | CORP | Long | |
78442GND4 | 78442GND4 | SLM STUDENT LOAN TRUST 2004-10 | 284096.45 | 262190.97 | CORP | Long | |
784442AD7 | 784442AD7 | SLMA_08-2 | 740000.0 | 684654.36 | CORP | Long | |
78445AAD8 | 78445AAD8 | SLMA_08-4 | 214728.59 | 214362.35 | CORP | Long | |
78445FAE5 | 78445FAE5 | SLM STUDENT LOAN TRUST SLMA_08-7 | 500000.0 | 459517.1 | CORP | Long | |
78446WAC1 | 78446WAC1 | SLMA_12-1 | 325720.86 | 312659.65 | CORP | Long | |
78447KAD4 | 78447KAD4 | SLM STUDENT LOAN TRUST SLMA_12-7 | 550000.0 | 503559.54 | CORP | Long | |
78457JAN2 | 78457JAN2 | STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI | 350000.0 | 327166.67 | CORP | Long | |
78485WAC3 | 78485WAC3 | STARWOOD COMMERICAL MORTGAGE TRUST STWD_19-FL1 | 398000.0 | 384138.06 | CORP | Long | |
78520EAA4 | 78520EAA4 | SABEY DATA CENTERS SDCP_20-1 | 470000.0 | 449769.23 | CORP | Long | |
89177XAD9 | 89177XAD9 | TOWD POINT MORTGAGE TRUST TPMT_19-HY3 | 650000.0 | 635910.86 | CORP | Long | |
89352HAM1 | 89352HAM1 | TRANSCANADA PIPELINES LTD | 5000.0 | 4529.42 | CORP | Long | |
89352HBA6 | 89352HBA6 | TRANSCANADA PIPELINES LTD | 635000.0 | 585042.54 | CORP | Long | |
893574AP8 | 893574AP8 | TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC | 80000.0 | 70641.52 | CORP | Long | |
893647BR7 | 893647BR7 | TRANSDIGM INC | 260000.0 | 260806.74 | CORP | Long | |
893647BT3 | 893647BT3 | TRANSDIGM INC | 541000.0 | 550508.74 | CORP | Long | |
89376VAA8 | 89376VAA8 | TRANSMONTAIGNE PARTNERS LLC | 139000.0 | 121249.96 | CORP | Long | |
894164AA0 | 894164AA0 | TRAVEL + LEISURE CO | 380000.0 | 327175.61 | CORP | Long | |
89613FAE8 | 89613FAE8 | TRICON AMERICAN HOMES TAH_17-SFR2 | 375000.0 | 373050.3 | CORP | Long | |
89680EAA7 | 89680EAA7 | TRITON WATER HOLDINGS INC | 355000.0 | 303985.74 | CORP | Long | |
89686QAA4 | 89686QAA4 | TRIVIUM PACKAGING FINANCE BV | 140000.0 | 134669.52 | CORP | Long | |
902055AN2 | 902055AN2 | LIBERTY STREET TRUST LBTY_16-225 | 5000000.0 | 79514.5 | CORP | Long | |
91282CFF3 | 91282CFF3 | UNITED STATES TREASURY | 1725000.0 | 1524199.22 | UST | Long | |
91282CGM7 | 91282CGM7 | UNITED STATES TREASURY | 1390000.0 | 1300084.38 | UST | Long | |
91282CHV6 | 91282CHV6 | UNITED STATES TREASURY | 455000.0 | 456404.1 | UST | Long | |
91282CJA0 | 91282CJA0 | UNITED STATES TREASURY | 431000.0 | 436791.56 | UST | Long | |
91282CJF9 | 91282CJF9 | UNITED STATES TREASURY | 1065000.0 | 1091625.0 | UST | Long | |
91282CJN2 | 91282CJN2 | UNITED STATES TREASURY | 300000.0 | 301242.19 | UST | Long | |
914639KY4 | 914639KY4 | UNIVERSITY NEB FACS CORP | 90000.0 | 64171.5 | MUN | Long | |
91514AKD6 | 91514AKD6 | UNIVERSITY OF TEXAS SYSTEM | 755000.0 | 461807.45 | MUN | Long | |
915217XF5 | 915217XF5 | UNIVERSITY OF VIRGINIA | 560000.0 | 324135.22 | MUN | Long | |
91523NWR3 | 91523NWR3 | UNIVERSITY OF WASHINGTON | 230000.0 | 157450.32 | MUN | Long | |
91835RAE0 | 91835RAE0 | VMC FINANCE LLC VMC_21-FL4 | 299000.0 | 271433.58 | CORP | Long | |
91838PAA9 | 91838PAA9 | VT TOPCO INC | 175000.0 | 179153.26 | CORP | Long | |
91845AAA3 | 91845AAA3 | VZ SECURED FINANCING BV | 340000.0 | 278346.63 | CORP | Long | |
92212KAB2 | 92212KAB2 | VANTAGE DATA CENTERS ISSUER LLC VDC_20-1 | 395000.0 | 361250.37 | CORP | Long | |
92212WAD2 | 92212WAD2 | VAR ENERGI ASA | 200000.0 | 207460.17 | CORP | Long | |
92328MAA1 | 92328MAA1 | VENTURE GLOBAL CALCASIEU PASS LLC | 206000.0 | 180926.32 | CORP | Long | |
92332YAC5 | 92332YAC5 | VENTURE GLOBAL LNG INC | 170000.0 | 175573.74 | CORP | Long | |
924922AC1 | 924922AC1 | VERUS SECURITIZATION TRUST VERUS_22-8 | 90006.13 | 88486.94 | CORP | Long | |
92538NAB3 | 92538NAB3 | VERUS SECURITIZATION TRUST VERUS_22-4 | 159528.8 | 148625.44 | CORP | Long | |
92538WAA5 | 92538WAA5 | VERUS SECURITIZATION TRUST VERUS_22-1 | 150723.81 | 131015.86 | CORP | Long | |
92539JAA3 | 92539JAA3 | VERUS SECURITIZATION TRUST VERUS_22-INV1 | 288114.51 | 279236.61 | CORP | Long | |
000000000 | 000000000 | SINGAPORE (REPUBLIC OF) | 495000.0 | 382807.23 | NUSS | Long | |
000000000 | 000000000 | KOREA (REPUBLIC OF) | 1604270000.0 | 1202273.15 | NUSS | Long | |
000000000 | 000000000 | INTER-AMERICAN DEV BANK | 138000.0 | 87593.61 | CORP | Long | |
000000000 | 000000000 | KOREA (REPUBLIC OF) | 232900000.0 | 178582.16 | NUSS | Long | |
000000000 | 000000000 | GUATEMALA REPUBLIC OF (GOVERNMENT) | 200000.0 | 186105.12 | NUSS | Long | |
000000000 | 000000000 | GACI FIRST INVESTMENT CO | 200000.0 | 200073.71 | NUSS | Long | |
000000000 | 000000000 | AUSTRIA (REPUBLIC OF) | 485000.0 | 523046.11 | NUSS | Long | |
000000000 | 000000000 | KOREA (REPUBLIC OF) | 679000000.0 | 515674.18 | NUSS | Long | |
000000000 | 000000000 | FINLAND (REPUBLIC OF) | 445000.0 | 483768.12 | NUSS | Long | |
000000000 | 000000000 | INTL BANK FOR RECONSTRUCT | 740000.0 | 452652.23 | CORP | Long | |
000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 17586.0 | 2792.58 | CORP | Long | |
911365BQ6 | 911365BQ6 | UNITED RENTALS (NORTH AMERICA) INC | 300000.0 | 299513.75 | CORP | Long | |
912797GQ4 | 912797GQ4 | UNITED STATES TREASURY | 8395000.0 | 8276878.49 | UST | Long | |
912810QY7 | 912810QY7 | UNITED STATES TREASURY | 590000.0 | 444343.75 | UST | Long | |
912810SF6 | 912810SF6 | UNITED STATES TREASURY | 2465000.0 | 1858378.91 | UST | Long | |
912810SL3 | 912810SL3 | UNITED STATES TREASURY | 1493000.0 | 902798.44 | UST | Long | |
912810TF5 | 912810TF5 | UNITED STATES TREASURY | 655000.0 | 466585.16 | UST | Long | |
912810TJ7 | 912810TJ7 | UNITED STATES TREASURY | 550000.0 | 415164.06 | UST | Long | |
912810TN8 | 912810TN8 | UNITED STATES TREASURY | 1100000.0 | 939125.0 | UST | Long | |
912828Z78 | 912828Z78 | UNITED STATES TREASURY | 1485000.0 | 1357962.9 | UST | Long | |
91282CBQ3 | 91282CBQ3 | UNITED STATES TREASURY | 355000.0 | 324187.11 | UST | Long | |
91282CDY4 | 91282CDY4 | UNITED STATES TREASURY | 396000.0 | 328803.75 | UST | Long | |
91282CEP2 | 91282CEP2 | UNITED STATES TREASURY | 3870000.0 | 3465464.06 | UST | Long | |
91282CET4 | 91282CET4 | UNITED STATES TREASURY | 345000.0 | 325108.59 | UST | Long | |
000000000 | 000000000 | MALAYSIA (GOVERNMENT OF) | 1488000.0 | 317650.34 | NUSS | Long | |
000000000 | 000000000 | Morgan Stanley | -1.0 | -1007.69 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -2.0 | 1841.4 | CORP | N/A | |
000000000 | 000000000 | MALAYSIA (GOVERNMENT OF) | 970000.0 | 209554.4 | NUSS | Long | |
000000000 | 000000000 | NK KAZMUNAYGAZ AO | 215000.0 | 202391.16 | NUSS | Long | |
000000000 | 000000000 | TELE COLUMBUS AG | 100000.0 | 70752.5 | CORP | Long | |
000000000 | 000000000 | AMERICAN TOWER CORP | 100000.0 | 103595.73 | CORP | Long | |
000000000 | 000000000 | GOLDMAN SACHS GROUP INC/THE | 218000.0 | 220327.18 | CORP | Long | |
000000000 | 000000000 | FIDELITY NATIONAL INFORMATION SE | 370000.0 | 372538.54 | CORP | Long | |
000000000 | 000000000 | BERK HATH FIN | 250000.0 | 217577.92 | CORP | Long | |
000000000 | 000000000 | FISERV INC | 100000.0 | 99728.08 | CORP | Long | |
000000000 | 000000000 | DH EUROPE FINANCE II SARL | 515000.0 | 494831.98 | CORP | Long | |
000000000 | 000000000 | KOREA (REPUBLIC OF) | 161100000.0 | 110268.53 | NUSS | Long | |
000000000 | 000000000 | NEW SOUTH WALES TREASURY CORPORATION | 330000.0 | 209418.25 | MUN | Long | |
000000000 | 000000000 | FIDELITY NATIONAL INFORMATION SE | 100000.0 | 95246.53 | CORP | Long | |
000000000 | 000000000 | INTL BANK FOR RECONSTRUCT | 470000.0 | 335559.84 | CORP | Long | |
000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 35173.0 | 4336.35 | CORP | Long | |
000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 17586.0 | 2520.51 | CORP | Long | |
000000000 | 000000000 | BERKSHIRE HATHAWAY INC | 445000.0 | 462685.75 | CORP | Long | |
000000000 | 000000000 | CELLNEX TELECOM SA | 100000.0 | 96395.51 | CORP | Long | |
000000000 | 000000000 | INTERNATIONAL FINANCE CORP | 592000.0 | 333856.92 | CORP | Long | |
000000000 | 000000000 | ASIAN INFRASTRUCTURE INVESTMENT BANK | 245000.0 | 281002.64 | CORP | Long | |
000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 52759.0 | 5540.9 | CORP | Long | |
000000000 | 000000000 | MALAYSIA (GOVERNMENT OF) | 1280000.0 | 275573.42 | NUSS | Long | |
000000000 | 000000000 | FORD MOTOR CREDIT COMPANY LLC | 100000.0 | 123906.4 | CORP | Long | |
000000000 | 000000000 | UNITED AIRLINES INC | 465764.29 | 465233.32 | CORP | Long | |
000000000 | 000000000 | Barclays | 26902962.69 | -18528.05 | CORP | N/A | |
000000000 | 000000000 | Barclays | -898167.33 | 8401.43 | CORP | N/A | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 7840000000.0 | 497308.59 | NUSS | Long | |
000000000 | 000000000 | Barclays | 632892.15 | 11238.64 | CORP | N/A | |
000000000 | 000000000 | Barclays | -842247.44 | -14532.38 | CORP | N/A | |
000000000 | 000000000 | Barclays | 150000.0 | -555.11 | CORP | N/A | |
000000000 | 000000000 | Barclays | 567407.87 | 8540.49 | CORP | N/A | |
000000000 | 000000000 | BMO Capital Markets Corp. | -28915939.0 | 2065.06 | CORP | N/A | |
000000000 | 000000000 | Barclays | -81776669.0 | -4451.82 | CORP | N/A | |
000000000 | 000000000 | Barclays | -9798498.75 | -6838.08 | CORP | N/A | |
000000000 | 000000000 | Barclays | 1418847.0 | 19265.4 | CORP | N/A | |
000000000 | 000000000 | Barclays | 977970.66 | -2726.19 | CORP | N/A | |
000000000 | 000000000 | NEW SOUTH WALES TREASURY CORPORATION | 790000.0 | 400686.74 | MUN | Long | |
000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 21739.0 | 2150.64 | CORP | Long | |
000000000 | 000000000 | Barclays | -999318.83 | -5401.91 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -2.0 | -1138.4 | CORP | N/A | |
000000000 | 000000000 | EUROPEAN FINANCIAL STABILITY FACILITY | 315000.0 | 323926.37 | CORP | Long | |
000000000 | 000000000 | STH AUSTRALIAN GOVT FIN AUTH | 305000.0 | 185293.92 | MUN | Long | |
000000000 | 000000000 | NEW ZEALAND (GOVERNMENT OF) | 1025000.0 | 617179.05 | NUSS | Long | |
000000000 | 000000000 | NORDIC INVESTMENT BANK | 1480000.0 | 132846.35 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | -1.0 | 201.8 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -24.0 | -30544.0 | CORP | N/A | |
000000000 | 000000000 | JAPAN (GOVERNMENT OF) | 91650000.0 | 619235.36 | NUSS | Long | |
000000000 | 000000000 | PHILIPPINES (REPUBLIC OF) | 14640000.0 | 264375.97 | NUSS | Long | |
000000000 | 000000000 | Goldman Sachs | -2.0 | 379.6 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -3.0 | -984.6 | CORP | N/A | |
000000000 | 000000000 | NEW ZEALAND (GOVERNMENT OF) | 620000.0 | 342483.27 | NUSS | Long | |
000000000 | 000000000 | ISRAEL ELECTRIC CORP LTD | 200000.0 | 163216.39 | NUSS | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 1504000000.0 | 92770.09 | NUSS | Long | |
000000000 | 000000000 | EUROPEAN INVESTMENT BANK | 470000.0 | 412747.19 | CORP | Long | |
000000000 | 000000000 | INTL BANK FOR RECONSTRUCT | 1410000.0 | 122518.55 | CORP | Long | |
000000000 | 000000000 | INTERNATIONAL DEVELOPMENT ASSOCIATION | 900000.0 | 77587.19 | CORP | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 100000.0 | 82089.1 | NUSS | Long | |
000000000 | 000000000 | GERMANY (FEDERAL REPUBLIC OF) | 310000.0 | 286076.69 | NUSS | Long | |
000000000 | 000000000 | KOMMUNALBANKEN AS | 280000.0 | 183476.27 | NUSS | Long | |
000000000 | 000000000 | INDONESIA (REPUBLIC OF) | 11991000000.0 | 765215.93 | NUSS | Long | |
000000000 | 000000000 | AMERICAN TOWER CORP | 100000.0 | 94707.81 | CORP | Long | |
000000000 | 000000000 | GOLDMAN SACHS GROUP INC/THE | 15000.0 | 14160.76 | CORP | Long | |
000000000 | 000000000 | SINGAPORE AIRLINES LTD | 200000.0 | 183920.29 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 3.0 | -315.8 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 56.0 | -12500.54 | CORP | N/A | |
000000000 | 000000000 | PHILIPPINES (REPUBLIC OF) | 20280000.0 | 379751.77 | NUSS | Long | |
000000000 | 000000000 | INDIA (REPUBLIC OF) | 7990000.0 | 88995.15 | NUSS | Long | |
000000000 | 000000000 | WESTERN AUSTRALIAN TREASURY CORPORATION | 590000.0 | 317530.41 | MUN | Long | |
000000000 | 000000000 | MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 16590000.0 | 842956.13 | NUSS | Long | |
000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 52759.0 | 5002.46 | CORP | Long | |
000000000 | 000000000 | NORWAY (KINGDOM OF) | 4615000.0 | 382234.2 | NUSS | Long | |
000000000 | 000000000 | HUNGARY (GOVERNMENT) | 200000.0 | 154077.72 | NUSS | Long | |
000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 24786.0 | 2219.64 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 1.0 | -206.38 | CORP | N/A | |
000000000 | 000000000 | QUEENSLAND TREASURY CORPORATION | 375000.0 | 247150.4 | MUN | Long | |
000000000 | 000000000 | Morgan Stanley | 5.0 | 1308.15 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 24.0 | -1382.4 | CORP | N/A | |
000000000 | 000000000 | INDIA (REPUBLIC OF) | 13230000.0 | 157472.55 | NUSS | Long | |
000000000 | 000000000 | UNITED KINGDOM (GOVERNMENT OF) | 280000.0 | 355197.21 | NUSS | Long | |
000000000 | 000000000 | GERMANY (FEDERAL REPUBLIC OF) | 130000.0 | 152321.44 | NUSS | Long | |
000000000 | 000000000 | Goldman Sachs | -40.0 | -38981.32 | CORP | N/A | |
000000000 | 000000000 | NORWAY (KINGDOM OF) | 5255000.0 | 471689.25 | NUSS | Long | |
000000000 | 000000000 | KFW | 620000.0 | 55557.49 | NUSS | Long | |
000000000 | 000000000 | NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD | 295000.0 | 193531.46 | MUN | Long | |
000000000 | 000000000 | INTER-AMERICAN DEV BANK | 330000.0 | 210450.73 | CORP | Long | |
000000000 | 000000000 | Citi | 1401309.79 | 7184.01 | CORP | N/A | |
000000000 | 000000000 | Citi | -948631.73 | 5880.07 | CORP | N/A | |
000000000 | 000000000 | Citi | -3009416.79 | -20548.58 | CORP | N/A | |
000000000 | 000000000 | Citi | -9000.0 | 45.14 | CORP | N/A | |
000000000 | 000000000 | Citi | -62500.0 | -2047.62 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 400000.17 | -8113.73 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 300000.0 | -1862.41 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 100000.17 | -476.25 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 300000.0 | -539.83 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 100000.18 | 1059.63 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 200000.37 | 2336.82 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 100000.18 | -1453.99 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1604282.02 | 719.71 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 4757924.98 | 7677.17 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 129928.24 | 136.76 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3600007.24 | -14750.95 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1200002.4 | -11237.11 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1605943.52 | -28002.52 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -399999.31 | 3738.66 | CORP | N/A | |
00130H204 | 00130H204 | AES CORP | 5900.0 | 399312.0 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -299999.48 | 460.82 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -199999.65 | 960.75 | CORP | N/A | |
00130HCC7 | 00130HCC7 | AES CORP | 35000.0 | 31127.38 | CORP | Long | |
00140NAN0 | 00140NAN0 | AIMCO CLO LTD AIMCO_20-11A | 400000.0 | 398792.4 | CORP | Long | |
001746AQ9 | 001746AQ9 | AMERICAN MONEY MANAGEMENT CORPOR | 600000.0 | 595588.2 | CORP | Long | |
00177LAC4 | 00177LAC4 | AMERICAN MONEY MANAGEMENT CORPORATION AMMC_21-24 | 350000.0 | 346048.85 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -99999.82 | 3529.17 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -199999.82 | -2047.8 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -200000.0 | -2297.47 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -199999.62 | -190.73 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -199999.62 | -269.08 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -6492110.71 | -23647.08 | CORP | N/A | |
00206RMJ8 | 00206RMJ8 | AT&T INC | 77000.0 | 75843.78 | CORP | Long | |
00217LAC6 | 00217LAC6 | AREIT CRE TRUST AREIT_19-CRE3 | 396757.23 | 392461.38 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -203319.55 | 707.27 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -2.0 | -825.21 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 15.0 | 83291.05 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 35.0 | 45143.19 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -2.0 | -1952.86 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -1.0 | -13947.63 | CORP | N/A | |
00253XAA9 | 00253XAA9 | AADVANTAGE LOYALTY IP LTD | 358333.33 | 352797.45 | CORP | Long | |
00253XAB7 | 00253XAB7 | AADVANTAGE LOYALTY IP LTD | 280000.0 | 268022.37 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | -5.0 | 7000.95 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | 269.8 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -5.0 | 29720.78 | CORP | N/A | |
000000000 | 000000000 | Citi | 271.0 | 133968.01 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -73.0 | -45703.9 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -114.0 | -68137.58 | CORP | N/A | |
000000000 | 000000000 | Citi | -4445902.63 | -45883.2 | CORP | N/A | |
000000000 | 000000000 | Citi | -163168698.0 | -6289.88 | CORP | N/A | |
003CVR016 | 003CVR016 | ABIOMED INC | 15541.0 | 27196.75 | CORP | Long | |
00489LAF0 | 00489LAF0 | ACRISURE LLC | 120000.0 | 105384.17 | CORP | Long | |
00489LAH6 | 00489LAH6 | ACRISURE LLC | 80000.0 | 69197.0 | CORP | Long | |
05592LAC0 | 05592LAC0 | BOCA COMMERCIAL MORTGAGE TRUST BOCA_22-BOCA | 100000.0 | 98443.65 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | 1.0 | 802.05 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 1.0 | 2161.05 | CORP | N/A | |
056054AA7 | 056054AA7 | BX COMMERCIAL MORTGAGE TRUST BX_19-XL | 456354.9276 | 455214.22 | CORP | Long | |
05606FAA1 | 05606FAA1 | BX TRUST BX_19-OC11 | 225000.0 | 192775.07 | CORP | Long | |
05608UAA6 | 05608UAA6 | BX TRUST BX_22-GPA | 495000.0 | 495463.96 | CORP | Long | |
05608UAJ7 | 05608UAJ7 | BX TRUST BX_22-GPA | 120000.0 | 120112.49 | CORP | Long | |
05609BAM1 | 05609BAM1 | BX COMMERCIAL MORTGAGE TRUST BX_21-LBA | 240000.0 | 228339.22 | CORP | Long | |
05609VAA3 | 05609VAA3 | BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT | 385000.0 | 373399.22 | CORP | Long | |
05609VAQ8 | 05609VAQ8 | BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT | 245000.0 | 229905.35 | CORP | Long | |
05609XAA9 | 05609XAA9 | BX TRUST BX_22-CLS | 150000.0 | 147436.47 | CORP | Long | |
085770AB1 | 085770AB1 | BERRY GLOBAL INC | 125000.0 | 122242.31 | CORP | Long | |
092113AW9 | 092113AW9 | BLACK HILLS CORP | 260000.0 | 259625.21 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | 1.0 | 430.55 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 6.0 | 23407.24 | CORP | N/A | |
09628VAQ7 | 09628VAQ7 | BLUEMOUNTAIN CLO LTD BLUEM_16-3A | 525000.0 | 521770.73 | CORP | Long | |
09629CAQ8 | 09629CAQ8 | BLUEMOUNTAIN CLO LTD BLUEM_17-1A | 375000.0 | 369339.75 | CORP | Long | |
000000000 | 000000000 | Citi | 486656.64 | -1453.51 | CORP | N/A | |
000000000 | 000000000 | Citi | -5653766.24 | -119948.1 | CORP | N/A | |
09629EAE1 | 09629EAE1 | BLUEMOUNTAIN CLO LTD BLUEM_17-2A | 500000.0 | 495278.0 | CORP | Long | |
097023CW3 | 097023CW3 | BOEING CO | 290000.0 | 282768.11 | CORP | Long | |
000000000 | 000000000 | Citi | -492221.86 | 1650.72 | CORP | N/A | |
000000000 | 000000000 | Citi | 1858635.75 | 10052.75 | CORP | N/A | |
000000000 | 000000000 | Citi | 4600.0 | 124.87 | CORP | N/A | |
000000000 | 000000000 | Citi | 410722.0 | 4534.51 | CORP | N/A | |
000000000 | 000000000 | Citi | 979491.94 | 21355.28 | CORP | N/A | |
000000000 | 000000000 | Citi | 991798.65 | 11884.03 | CORP | N/A | |
000000000 | 000000000 | CIBC | 2945786.65 | 38125.22 | CORP | N/A | |
D2R8H4FE4 | D2R8H4FE4 | GERMANY (FEDERAL REPUBLIC OF) | 120000.0 | 97978.35 | NUSS | Long | |
097023CY9 | 097023CY9 | BOEING CO | 940000.0 | 931910.2 | CORP | Long | |
097023DE2 | 097023DE2 | BOEING CO | 300000.0 | 297655.93 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -3.0 | 2933.4 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -399999.12 | 2914.01 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 21.0 | 65198.91 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 2.0 | 804.19 | CORP | N/A | |
10112RAY0 | 10112RAY0 | BOSTON PROP | 38000.0 | 34433.67 | CORP | Long | |
10554TAD7 | 10554TAD7 | BRASKEM NETHERLANDS FINANCE BV | 200000.0 | 164463.62 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -260087.41 | -736.55 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 4.0 | 6915.85 | CORP | N/A | |
105693AA3 | 105693AA3 | BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-A | 717275.27 | 689766.33 | CORP | Long | |
105756CC2 | 105756CC2 | BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) | 200000.0 | 178545.16 | NUSS | Long | |
000000000 | 000000000 | JPMorgan | -1.0 | -552.53 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 4.0 | -992.66 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | 2337.91 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -1407.15 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 15.0 | 12133.95 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -1695.38 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | 8.29 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -28.0 | -4192.23 | CORP | N/A | |
106230AA3 | 106230AA3 | BRAZOS SECURITIZATION LLC | 183697.82 | 180365.13 | CORP | Long | |
106230AC9 | 106230AC9 | BRAZOS SECURITIZATION LLC | 200000.0 | 191114.66 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | 14.0 | 62699.98 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 28.0 | 93353.46 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -287229.02 | 2438.88 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 125000.0 | 579.85 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -131.0 | -40164.79 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -298.0 | -114132.36 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2500000.0 | 2995.36 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 4100000.0 | -74654.29 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | -926.9 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -106.3 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 4.0 | -3329.4 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 20.0 | -21023.4 | CORP | N/A | |
11070TAM0 | 11070TAM0 | BRITISH COLUMBIA PROVINCE OF | 205000.0 | 195651.1 | MUN | Long | |
115117NJ8 | 115117NJ8 | BROWARD CNTY FLA | 20000.0 | 19919.44 | MUN | Long | |
000000000 | 000000000 | JPMorgan | 1.0 | -157.2 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -2.0 | -2632.04 | CORP | N/A | |
115236AF8 | 115236AF8 | BROWN & BROWN INC | 115000.0 | 95610.91 | CORP | Long | |
122017AC0 | 122017AC0 | BURLINGTON STORES INC | 235000.0 | 246337.3 | CORP | Long | |
12434FAA5 | 12434FAA5 | BX COMMERCIAL MORTGAGE TRUST BX_21-CIP | 115000.0 | 111824.88 | CORP | Long | |
12482HAA2 | 12482HAA2 | CAMB COMMERCIAL MORTGAGE TRUST CAMB_19-LIFE | 330000.0 | 327731.68 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | -1.0 | 2588.98 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -2.0 | 463.8 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -7125000.0 | 100670.09 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3000000.0 | -96326.51 | CORP | N/A | |
12511VAA6 | 12511VAA6 | CDI ESCROW ISSUER INC | 191000.0 | 179445.68 | CORP | Long | |
12513GBD0 | 12513GBD0 | CDW LLC | 35000.0 | 32973.79 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -2.0 | 663.2 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -12.0 | 6965.62 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 200000.0 | -1378.26 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2800000.0 | -27030.45 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -135.0 | -44860.94 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | 179.58 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -4.0 | -5499.42 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | 1015.47 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -84124266.8 | -17081.35 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1.0 | -3111.43 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | 1028.57 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1.0 | -1691.43 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -3.0 | -2972.86 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | 9088.57 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | 382.52 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 6.0 | 33558.56 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | 1435.87 | CORP | N/A | |
125488AC0 | 125488AC0 | CIFC FUNDING LTD CIFC_23-2 | 450000.0 | 450000.0 | CORP | Long | |
195325DZ5 | 195325DZ5 | COLOMBIA (REPUBLIC OF) | 215000.0 | 161908.69 | NUSS | Long | |
19688LAA0 | 19688LAA0 | COLT MORTGAGE LOAN TRUST COLT_22-5 | 168136.72 | 160435.13 | CORP | Long | |
19688NAA6 | 19688NAA6 | COLT MORTGAGE LOAN TRUST COLT_23-1 | 441608.72 | 438406.22 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 5.0 | 6422.62 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | -260.79 | CORP | N/A | |
19766H239 | 19766H239 | COLUMBIA SHORT TERM CASH FUND | 144274046.561 | 144245191.75 | CORP | Long | |
197677AJ6 | 197677AJ6 | HCA-THE HEALTHCARE CO | 115000.0 | 119604.91 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | 7.0 | 9741.84 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -16200000.0 | -126221.57 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3375000.0 | -76178.98 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3750000.0 | -45275.05 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -200000.0 | -447.38 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -200000.0 | 1573.93 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -5300000.0 | -125583.5 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 8400000.0 | 42064.7 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 8000000.0 | -10258.33 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 4500000.0 | -18210.9 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -600000.0 | -5479.73 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 11909934.0 | -191.7 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 7157346.07 | -64992.01 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1544447489.0 | -6897.98 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -2978527.17 | 14415.2 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -100000.0 | -1157.12 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -2900000.0 | 88246.47 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -2700000.0 | -3567.06 | CORP | N/A | |
19767QAQ8 | 19767QAQ8 | HCA-THE HEALTHCARE CO | 125000.0 | 128200.7 | CORP | Long | |
19828TAB2 | 19828TAB2 | COLUMBIA PIPELINES OPERATING COMPANY LLC | 65000.0 | 65654.83 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -8200000.0 | 96374.59 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 81418198.81 | 14471.62 | CORP | N/A | |
200340AU1 | 200340AU1 | COMERICA INCORPORATED | 95000.0 | 86453.65 | CORP | Long | |
20049AAC2 | 20049AAC2 | COMM MORTGAGE TRUST COMM_20-CBM | 3134665.71 | 16526.9 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 2300000.0 | 15042.29 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | 36.05 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1.0 | -994.85 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -116.0 | 214070.15 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 4.0 | 20765.56 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 7.0 | 32567.43 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 2.0 | 7757.78 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -164.0 | -40656.91 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | 62.84 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | -267.74 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 7.0 | -1198.44 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | -202.86 | CORP | N/A | |
203372AX5 | 203372AX5 | COMMSCOPE INC | 230000.0 | 144943.38 | CORP | Long | |
206CVR011 | 206CVR011 | CONCERT PHARMACEUTICALS INC | 173147.0 | 68722.04 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 21.0 | 11627.05 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -6.0 | 2923.64 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -10.0 | -2967.52 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 1518941.17 | 30024.09 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 2.0 | 5806.31 | CORP | N/A | |
20753AAA2 | 20753AAA2 | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R03 | 285000.0 | 298981.53 | CORP | Long | |
20753DAA6 | 20753DAA6 | FANNIE MAE - CAS_22-R09 | 147118.69 | 149056.63 | CORP | Long | |
20753XAA2 | 20753XAA2 | CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03 | 19964.42 | 20179.41 | CORP | Long | |
20753XAB0 | 20753XAB0 | CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03 | 500000.0 | 519362.55 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | -64.0 | -104789.8 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -40.0 | -54418.53 | CORP | N/A | |
P3143NBP8 | P3143NBP8 | CORPORACION NACIONAL DEL COBRE DE CHILE | 200000.0 | 186337.09 | NUSS | Long | |
000000000 | 000000000 | JPMorgan | -2.0 | 9576.7 | CORP | N/A | |
20753YCH3 | 20753YCH3 | FANNIE MAE - CAS CAS 22-R04 | 35607.86 | 35843.11 | CORP | Long | |
20754DAB3 | 20754DAB3 | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_22-R05 | 645000.0 | 652802.76 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | -4.0 | 25243.96 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | 477.8 | CORP | N/A | |
20754EAB1 | 20754EAB1 | CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06 | 120000.0 | 121595.71 | CORP | Long | |
20754KAJ0 | 20754KAJ0 | CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R02 | 80000.0 | 81850.74 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | 87.0 | 17542.72 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 75.0 | -13150.67 | CORP | N/A | |
20754LAA7 | 20754LAA7 | FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01 | 36721.36 | 36543.56 | CORP | Long | |
20754NAB1 | 20754NAB1 | CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06 | 70684.33 | 72403.07 | CORP | Long | |
20774Y2C0 | 20774Y2C0 | CONNECTICUT ST HEALTH & EDL FACS A | 5000.0 | 5063.69 | MUN | Long | |
26210YAG1 | 26210YAG1 | DROP MORTGAGE TRUST DROP_21-FILE | 400000.0 | 338936.2 | CORP | Long | |
26246BAL8 | 26246BAL8 | DRYDEN CLO LTD DRSLF_20-85A | 800000.0 | 796300.8 | CORP | Long | |
26442RAD3 | 26442RAD3 | DUKE ENERGY PROGRESS LLC | 225000.0 | 178365.24 | CORP | Long | |
26442TAE7 | 26442TAE7 | DUKE UNIVERSITY | 228000.0 | 163141.97 | CORP | Long | |
26442UAQ7 | 26442UAQ7 | DUKE ENERGY PROGRESS LLC | 215000.0 | 213899.39 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -2726.76 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -1.0 | 27.28 | CORP | N/A | |
26884LAF6 | 26884LAF6 | EQT CORP | 69000.0 | 65139.74 | CORP | Long | |
26884LAN9 | 26884LAN9 | EQT CORP | 580000.0 | 503155.74 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | -5.0 | -7383.16 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 1.0 | 1573.63 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1.0 | -99.58 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 1.0 | 2836.83 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 31.0 | 4290.39 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 11.0 | 238.79 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 70.0 | -8753.46 | CORP | N/A | |
279158AJ8 | 279158AJ8 | ECOPETROL SA | 55000.0 | 38687.07 | NUSS | Long | |
279158AL3 | 279158AL3 | ECOPETROL SA | 50000.0 | 48348.63 | NUSS | Long | |
279158AN9 | 279158AN9 | ECOPETROL SA | 250000.0 | 236498.74 | NUSS | Long | |
279158AP4 | 279158AP4 | ECOPETROL SA | 105000.0 | 84359.84 | NUSS | Long | |
28035QAA0 | 28035QAA0 | EDGEWELL PERSONAL CARE CO | 94000.0 | 89898.67 | CORP | Long | |
29082KAA3 | 29082KAA3 | EMBECTA CORP | 270000.0 | 226859.14 | CORP | Long | |
290876AD3 | 290876AD3 | EMERA INCORPORATED | 485000.0 | 469521.76 | CORP | Long | |
29135LAJ9 | 29135LAJ9 | ABU DHABI (EMIRATE OF) | 200000.0 | 154266.42 | NUSS | Long | |
292505AD6 | 292505AD6 | OVINTIV INC | 360000.0 | 366314.86 | CORP | Long | |
292505AG9 | 292505AG9 | OVINTIV INC | 130000.0 | 127997.66 | CORP | Long | |
29250NAZ8 | 29250NAZ8 | ENBRIDGE INC | 395000.0 | 350946.7 | CORP | Long | |
29250NBT1 | 29250NBT1 | ENBRIDGE INC | 295000.0 | 295774.23 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | -77.0 | -31395.45 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -42.0 | -9121.19 | CORP | N/A | |
29261AAE0 | 29261AAE0 | ENCOMPASS HEALTH CORP | 165000.0 | 144943.05 | CORP | Long | |
29272WAD1 | 29272WAD1 | ENERGIZER HOLDINGS INC | 40000.0 | 34471.9 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -488.96 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 7.0 | 1775.33 | CORP | N/A | |
29272WAF6 | 29272WAF6 | ENERGIZER HOLDINGS INC | 150000.0 | 145710.22 | CORP | Long | |
29273RBF5 | 29273RBF5 | ENERGY TRANSFER LP | 310000.0 | 268809.81 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 3.0 | 6020.05 | CORP | N/A | |
000000000 | 000000000 | Standard Chartered | 124189619.0 | 6785.03 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 4.0 | 22027.98 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 14.0 | 30699.12 | CORP | N/A | |
000000000 | 000000000 | Citi | 808000.0 | 41620.8 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | 2731.35 | CORP | N/A | |
34461LAG9 | 34461LAG9 | FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU | 435810.0 | 418805.48 | CORP | Long | |
34461LAN4 | 34461LAN4 | FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU | 310000.0 | 295456.26 | CORP | Long | |
345370DA5 | 345370DA5 | FORD MOTOR COMPANY | 680000.0 | 542438.98 | CORP | Long | |
345397B51 | 345397B51 | FORD MOTOR CREDIT COMPANY LLC | 200000.0 | 174728.99 | CORP | Long | |
345397C27 | 345397C27 | FORD MOTOR CREDIT COMPANY LLC | 430000.0 | 410327.34 | CORP | Long | |
345397ZW6 | 345397ZW6 | FORD MOTOR CREDIT COMPANY LLC | 200000.0 | 190248.09 | CORP | Long | |
35564KE47 | 35564KE47 | STRUCTURED AGENCY CREDIT RISK STACR_22-HQA3 | 130000.0 | 134033.42 | CORP | Long | |
35564KH36 | 35564KH36 | STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 | 151774.47 | 153246.3 | CORP | Long | |
35564KKY4 | 35564KKY4 | FREDDIE MAC STACR REMIC TRUST STACR_21-DNA6 | 810000.0 | 801397.8 | CORP | Long | |
35564KL31 | 35564KL31 | STRUCTURED AGENCY CREDIT RISK STACR_22-DNA7 | 120499.95 | 122137.28 | CORP | Long | |
35564KQC6 | 35564KQC6 | FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1 | 550000.0 | 547988.98 | CORP | Long | |
35564KTB5 | 35564KTB5 | STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1 | 280000.0 | 289713.2 | CORP | Long | |
35564KUW7 | 35564KUW7 | FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3 | 129867.61 | 131232.49 | CORP | Long | |
35564KWS4 | 35564KWS4 | FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4 | 290437.89 | 294053.32 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -9.0 | -22.17 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -35.0 | 2822.52 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -5.0 | -22.84 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -21.0 | 1440.99 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -20.0 | -6232.4 | CORP | N/A | |
000000000 | 000000000 | RBC Capital Markets | 700733.48 | 3640.4 | CORP | N/A | |
000000000 | 000000000 | RBC Capital Markets | -243652.0 | -6299.86 | CORP | N/A | |
000000000 | 000000000 | RBC Capital Markets | 117217078.0 | -14707.66 | CORP | N/A | |
000000000 | 000000000 | RBC Capital Markets | -2563038.77 | 6466.53 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 18.0 | 5049.44 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 3.0 | 455.87 | CORP | N/A | |
000000000 | 000000000 | RBC Capital Markets | -2796517.13 | -8557.37 | CORP | N/A | |
000000000 | 000000000 | RBC Capital Markets | 474990.47 | 22385.3 | CORP | N/A | |
000000000 | 000000000 | RBC Capital Markets | -9232426.41 | 12506.76 | CORP | N/A | |
000000000 | 000000000 | RBC Capital Markets | 749036.03 | 5122.2 | CORP | N/A | |
000000000 | 000000000 | TD Securities | -182810.26 | -2884.07 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 7.0 | 401.26 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 4.0 | 2150.76 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -3.0 | 49.99 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1.0 | 148.39 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1.0 | 228.57 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -177.0 | -116811.36 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 12.0 | 1565.12 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 17.0 | 27551.0 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -438.51 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 34.0 | 12536.38 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -81.0 | -67534.73 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -938.31 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -84.0 | -47239.4 | CORP | N/A | |
000000000 | 000000000 | UBS | -707948.41 | 3825.31 | CORP | N/A | |
000000000 | 000000000 | UBS | 3840515.39 | 6198.62 | CORP | N/A | |
000000000 | 000000000 | UBS | 640342.02 | -6093.66 | CORP | N/A | |
000000000 | 000000000 | UBS | -1008994.96 | -13801.3 | CORP | N/A | |
000000000 | 000000000 | UBS | 1327445.8 | 17516.95 | CORP | N/A | |
000000000 | 000000000 | UBS | 1478968.66 | 50504.3 | CORP | N/A | |
000000000 | 000000000 | UBS | 8015217.73 | 17825.16 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -3.0 | -18826.23 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -12.0 | -51441.64 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -15.0 | -23300.35 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -23.0 | -13623.86 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -36.0 | -32607.03 | CORP | N/A | |
000000000 | 000000000 | Citi | -129.0 | -80339.04 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -33.0 | -24154.68 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -59.0 | -51259.23 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -3.0 | 6066.6 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 41.0 | 68169.99 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 55.0 | 18609.09 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -2.0 | 211.9 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -35.0 | -49397.01 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -16.0 | -22058.16 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 12.0 | 41020.2 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 25.0 | 80843.31 | CORP | N/A | |
000000000 | 000000000 | HSBC | -339463.0 | -8488.85 | CORP | N/A | |
000000000 | 000000000 | HSBC | -1727373.36 | 11930.27 | CORP | N/A | |
000000000 | 000000000 | HSBC | 11519622.2 | 7930.85 | CORP | N/A | |
000000000 | 000000000 | HSBC | 6994671.43 | -15507.4 | CORP | N/A | |
000000000 | 000000000 | HSBC | -449083.67 | 4438.15 | CORP | N/A | |
000000000 | 000000000 | HSBC | -1075399.53 | -14957.59 | CORP | N/A | |
000000000 | 000000000 | HSBC | -118117589.0 | 2173.58 | CORP | N/A | |
000000000 | 000000000 | HSBC | 840743.0 | 2021.99 | CORP | N/A | |
000000000 | 000000000 | HSBC | -1506154.94 | -9955.04 | CORP | N/A | |
000000000 | 000000000 | HSBC | 567269.94 | 8438.76 | CORP | N/A | |
000000000 | 000000000 | HSBC | 4021357.42 | 7716.55 | CORP | N/A | |
000000000 | 000000000 | HSBC | 989380.04 | 10072.09 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -800000.0 | 8881.14 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -400000.0 | -1704.29 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3525842.68 | -5115.45 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -500000.0 | 7626.22 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 17039742.15 | -10497.48 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -250000.0 | -4231.36 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1125000.0 | 2269.5 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 5400000.0 | -67368.75 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -125000.0 | -1647.58 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -62500.0 | -1490.06 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2300000.0 | -91123.52 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1722693.57 | 28273.77 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -32000000.0 | 16434.09 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2800000.0 | -71651.05 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -6300000.0 | -178174.5 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 6375000.0 | -121004.49 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1000000.0 | 107.92 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2800000.0 | -61366.88 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -145463.54 | 1931.11 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3018256.42 | 28733.13 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -4168436.86 | 114892.08 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -1900000.0 | 14912.61 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 4000000.0 | -13930.26 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 3930814.49 | 98458.09 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 250000.0 | 8333.1 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -2200000.0 | 26704.36 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -100000.0 | -250.54 | CORP | N/A | |
35564KWT2 | 35564KWT2 | FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4 | 285000.0 | 295420.31 | CORP | Long | |
35671DBC8 | 35671DBC8 | FREEPORT-MCMORAN INC | 815000.0 | 731117.49 | CORP | Long | |
35671DBJ3 | 35671DBJ3 | FREEPORT-MCMORAN INC | 135000.0 | 127842.84 | CORP | Long | |
35671DCH6 | 35671DCH6 | FREEPORT-MCMORAN INC | 265000.0 | 246219.12 | CORP | Long | |
35729PMF4 | 35729PMF4 | FHLT_05-D | 680000.0 | 577537.74 | CORP | Long | |
35906ABF4 | 35906ABF4 | FRONTIER COMMUNICATIONS HOLDINGS LLC | 200000.0 | 179498.6 | CORP | Long | |
35906ABG2 | 35906ABG2 | FRONTIER COMMUNICATIONS HOLDINGS LLC | 118000.0 | 100123.69 | CORP | Long | |
35908MAE0 | 35908MAE0 | FRONTIER COMMUNICATIONS HOLDINGS LLC | 86000.0 | 84767.82 | CORP | Long | |
36167CAF3 | 36167CAF3 | ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1 | 700000.0 | 497555.52 | CORP | Long | |
36170HAA8 | 36170HAA8 | GCAT TRUST GCAT_22-NQM4 | 88937.0 | 87351.88 | CORP | Long | |
38378XDR9 | 38378XDR9 | GOVERNMENT NATIONAL MORTGAGE ASS | 1046651.4 | 6409.07 | USGA | Long | |
38380HJF0 | 38380HJF0 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-136 | 550232.57 | 115555.0 | USGA | Long | |
45824TBC8 | 45824TBC8 | INTELSAT JACKSON HOLDINGS SA | 88000.0 | 81588.99 | CORP | Long | |
45866FAN4 | 45866FAN4 | INTERCONTINENTAL EXCHANGE INC | 175000.0 | 133665.12 | CORP | Long | |
458ESCAB6 | 458ESCAB6 | INTELSAT JACKSON HOLDINGS SA | 362000.0 | 0.36 | CORP | Long | |
458ESCAC4 | 458ESCAC4 | INTELSAT JACKSON HOLDINGS SA | 248000.0 | 0.25 | CORP | Long | |
459058KF9 | 459058KF9 | INTL BANK FOR RECONSTRUCT | 150000.0 | 103083.79 | CORP | Long | |
459058KV4 | 459058KV4 | INTL BANK FOR RECONSTRUCT | 180000.0 | 134241.88 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -12499976.45 | -3660.95 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -599998.87 | 118.17 | CORP | N/A | |
459506AE1 | 459506AE1 | INTERNATIONAL FLAVORS & FRAGRANCES INC | 5000.0 | 3600.6 | CORP | Long | |
459506AL5 | 459506AL5 | INTERNATIONAL FLAVORS & FRAGRANCES INC | 180000.0 | 143966.56 | CORP | Long | |
459506AQ4 | 459506AQ4 | INTERNATIONAL FLAVORS & FRAGRANCES INC | 455000.0 | 361522.65 | CORP | Long | |
459506AR2 | 459506AR2 | INTERNATIONAL FLAVORS & FRAGRANCES INC | 5000.0 | 3368.47 | CORP | Long | |
459506AS0 | 459506AS0 | INTERNATIONAL FLAVORS & FRAGRANCES INC | 25000.0 | 15783.47 | CORP | Long | |
46117NAC6 | 46117NAC6 | INTOWN MORTGAGE TRUST TOWN_22-STAY | 150000.0 | 149934.41 | CORP | Long | |
46188BAC6 | 46188BAC6 | INVITATION HOMES OPERATING PARTNERSHIP LP | 190000.0 | 142981.78 | CORP | Long | |
46188BAF9 | 46188BAF9 | INVITATION HOMES OPERATING PARTNERSHIP LP | 60000.0 | 57316.4 | CORP | Long | |
465410CA4 | 465410CA4 | ITALY (REPUBLIC OF) | 200000.0 | 182831.99 | NUSS | Long | |
46590XAM8 | 46590XAM8 | JBS USA LUX SA | 400000.0 | 331022.48 | CORP | Long | |
46590XAU0 | 46590XAU0 | JBS USA LUX SA | 440000.0 | 360310.01 | CORP | Long | |
46590XAY2 | 46590XAY2 | JBS USA LUX SA | 170000.0 | 160762.59 | CORP | Long | |
000000000 | 000000000 | JPMorgan | -3999992.07 | 78960.53 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -3599992.8 | 39832.68 | CORP | N/A | |
46616MAA8 | 46616MAA8 | 321 HENDERSON RECEIVABLES LLC HENDR_10-3A | 202518.98 | 201187.34 | CORP | Long | |
46620DAB0 | 46620DAB0 | 321 HENDERSON RECEIVABLES LLC HE | 649930.73 | 572513.13 | CORP | Long | |
46626LFN5 | 46626LFN5 | JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_06-FRE1 | 196577.95 | 191622.57 | CORP | Long | |
466275AB0 | 466275AB0 | JPALT_07-S1 | 151161.77 | 142727.23 | CORP | Long | |
000000000 | 000000000 | INTELSAT JACKSON HOLDINGS SA | 612.0 | 0.0 | CORP | Long | |
000000000 | 000000000 | INTELSAT JACKSON HOLDINGS SA | 612.0 | 0.0 | CORP | Long | |
50190EAC8 | 50190EAC8 | LCM INVESTMENTS HOLDINGS II LLC | 88000.0 | 88708.1 | CORP | Long | |
50201DAD5 | 50201DAD5 | LCPR SENIOR SECURED FINANCING DAC | 200000.0 | 168636.41 | CORP | Long | |
505713AF4 | 505713AF4 | LAD AUTO RECEIVABLES TRUST 2023-2 | 550000.0 | 537924.42 | CORP | Long | |
52475AAA2 | 52475AAA2 | LEGACY MORTGAGE ASSET TRUST LMAT_20-GS2 | 574184.65 | 571689.82 | CORP | Long | |
52520MFB4 | 52520MFB4 | LMT_06-1 | 519920.86 | 252215.84 | CORP | Long | |
525221HD2 | 525221HD2 | LXS_06-2N | 439007.47 | 369243.21 | CORP | Long | |
52523MAD2 | 52523MAD2 | LEHMAN XS TRUST LXS_06-15 | 676020.4 | 600409.07 | CORP | Long | |
52523YAC8 | 52523YAC8 | LEHMAN XS TRUST LXS_06-19 | 680404.05 | 590322.57 | CORP | Long | |
52525BAD4 | 52525BAD4 | LEHMAN XS TRUST LXS_07-16N | 498566.91 | 423251.5 | CORP | Long | |
529043AE1 | 529043AE1 | LXP INDUSTRIAL TRUST | 135000.0 | 107979.33 | CORP | Long | |
63875DAE1 | 63875DAE1 | NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC | 2665000.0 | 19770.3 | CORP | Long | |
63938EAC8 | 63938EAC8 | NAVIENT CORP NAVSL_14-1 | 289693.12 | 279591.96 | CORP | Long | |
64110LAL0 | 64110LAL0 | NETFLIX INC | 285000.0 | 286357.19 | CORP | Long | |
649322AC8 | 649322AC8 | NEW YORK AND PRESBYTERIAN HOSPITAL | 390000.0 | 315975.34 | CORP | Long | |
651229AY2 | 651229AY2 | NEWELL BRANDS INC | 207000.0 | 165704.61 | CORP | Long | |
65249BAA7 | 65249BAA7 | NEWS CORP | 590000.0 | 524979.25 | CORP | Long | |
000000000 | 000000000 | INTELSAT EMERGENCE SA | 5865.0 | 154689.38 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | -15.0 | 10091.05 | CORP | N/A | |
65339F713 | 65339F713 | NEXTERA ENERGY INC | 16000.0 | 589280.0 | CORP | Long | |
65364UAS5 | 65364UAS5 | NIAGARA MOHAWK PWR CORP | 220000.0 | 209408.83 | CORP | Long | |
000000000 | 000000000 | Goldman Sachs | 3.0 | -1132.63 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 9.0 | -19079.8 | CORP | N/A | |
655867L31 | 655867L31 | NORFOLK VA | 105000.0 | 83221.9 | MUN | Long | |
658187JV2 | 658187JV2 | NORTH CAROLINA AGRIC & TECHNICAL UNIV | 35000.0 | 37272.88 | MUN | Long | |
67021CAM9 | 67021CAM9 | NSTAR ELECTRIC CO | 520000.0 | 490339.99 | CORP | Long | |
67098WAN1 | 67098WAN1 | OAK HILL CREDIT PARTNERS OAKC_20-7A | 475000.0 | 472621.2 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | 9.0 | -23036.21 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | -4254.4 | CORP | N/A | |
671000AE7 | 671000AE7 | OCP CLO LTD OCP_21-21A | 300000.0 | 295998.6 | CORP | Long | |
688777AA9 | 688777AA9 | OT MERGER CORP | 267000.0 | 151402.65 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 2.0 | -3304.4 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | -3774.4 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -7.0 | -5535.4 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -5.0 | 5251.74 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -8.0 | -4484.73 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -572.2 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | -1.0 | -872.2 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | -385.11 | CORP | N/A | |
693475BJ3 | 693475BJ3 | PNC FINANCIAL SERVICES GROUP INC (THE) | 65000.0 | 65138.31 | CORP | Long | |
693475BM6 | 693475BM6 | PNC FINANCIAL SERVICES GROUP INC (THE) | 310000.0 | 290546.77 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 2.0 | 3681.78 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -2040593.79 | -26841.73 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 2335751.7 | 14206.17 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 120686413.0 | -17392.5 | CORP | N/A | |
693475BU8 | 693475BU8 | PNC FINANCIAL SERVICES GROUP INC (THE) | 255000.0 | 271017.3 | CORP | Long | |
693588AB1 | 693588AB1 | PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_22-4 | 615000.0 | 545902.6 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | 652994.63 | 15473.36 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 1803176.22 | 29013.04 | CORP | N/A | |
69361JAA4 | 69361JAA4 | PRKCM_21-AFC2 TRUST | 1073359.55 | 865879.79 | CORP | Long | |
69370PAD3 | 69370PAD3 | PERTAMINA PERSERO PT | 200000.0 | 183565.39 | NUSS | Long | |
69370PAH4 | 69370PAH4 | PERTAMINA PERSERO PT | 200000.0 | 173680.58 | NUSS | Long | |
69377NAB5 | 69377NAB5 | PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_22-RN2 | 720000.0 | 678782.52 | CORP | Long | |
69650MAY5 | 69650MAY5 | PALM BEACH CNTY FLA HEALTH FACS AUTH | 25000.0 | 24254.72 | MUN | Long | |
698299BK9 | 698299BK9 | PANAMA REPUBLIC OF (GOVERNMENT) | 200000.0 | 164494.89 | NUSS | Long | |
000000000 | 000000000 | National Australia Bank | -219591.1 | -4897.93 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -13.0 | 62308.96 | CORP | N/A | |
70014LAB6 | 70014LAB6 | Park Aerospace | 63000.0 | 62826.19 | CORP | Long | |
70015QAC2 | 70015QAC2 | PARK AVENUE INSTITUTIONAL ADVISERS CLO PAIA_21-1A | 250000.0 | 246479.25 | CORP | Long | |
707569AV1 | 707569AV1 | PENN ENTERTAINMENT INC | 185000.0 | 154030.87 | CORP | Long | |
715638DF6 | 715638DF6 | PERU (REPUBLIC OF) | 150000.0 | 126583.29 | NUSS | Long | |
000000000 | 000000000 | Morgan Stanley | -64.0 | 176712.03 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -9.0 | 29565.6 | CORP | N/A | |
71567PAH3 | 71567PAH3 | PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 270000.0 | 263676.62 | NUSS | Long | |
71568PAC3 | 71568PAC3 | PERUSAHAAN LISTRIK NEGARA (PERSERO) PT | 485000.0 | 465182.94 | NUSS | Long | |
000000000 | 000000000 | JPMorgan | -2.0 | 3546.8 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -6.0 | 5410.4 | CORP | N/A | |
71654QCL4 | 71654QCL4 | PETROLEOS MEXICANOS | 19000.0 | 11221.97 | NUSS | Long | |
71677WAA0 | 71677WAA0 | PETRORIO LUXEMBOURG TRADING SA | 200000.0 | 194503.62 | CORP | Long | |
718286BM8 | 718286BM8 | PHILIPPINES (REPUBLIC OF) | 10000000.0 | 169039.66 | NUSS | Long | |
796253U91 | 796253U91 | SAN ANTONIO TX | 60000.0 | 60756.49 | MUN | Long | |
000000000 | 000000000 | Goldman Sachs | 6.0 | 37887.64 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 4.0 | 17440.73 | CORP | N/A | |
80281LAN5 | 80281LAN5 | SANTANDER UK GROUP HOLDINGS PLC | 300000.0 | 294974.94 | CORP | Long | |
86363LAB9 | 86363LAB9 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_07-4 | 773405.81 | 655422.68 | CORP | Long | |
000000000 | 000000000 | JPMorgan | 2.0 | 3909.63 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 9.0 | 4877.13 | CORP | N/A | |
86765LAT4 | 86765LAT4 | SUNOCO LP | 225000.0 | 205475.84 | CORP | Long | |
86765LAZ0 | 86765LAZ0 | SUNOCO LP | 47000.0 | 42287.25 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | 6.0 | -4725.4 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 21.0 | 14851.25 | CORP | N/A | |
872480AA6 | 872480AA6 | TRITON INTERNAL FINANCE TIF_20-1 | 163899.95 | 144070.3 | CORP | Long | |
000000000 | 000000000 | Morgan Stanley | -11.0 | -52847.93 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 5.0 | 14337.85 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 21.0 | 54805.74 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -55.0 | -150448.77 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 1.0 | 14647.75 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | -38.0 | -135110.11 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | -22.0 | -78568.42 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 22.0 | 1243.62 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 13.0 | -31245.55 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | -1075.96 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 2.0 | -1767.09 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | -1196.04 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 1.0 | 1440.94 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 9.0 | -15499.8 | CORP | N/A | |
000000000 | 000000000 | Goldman Sachs | 5.0 | -5761.0 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 38.0 | -41491.42 | CORP | N/A | |
000000000 | 000000000 | State Street | 110000.0 | 5787.51 | CORP | N/A | |
000000000 | 000000000 | State Street | -825790.55 | 407.05 | CORP | N/A | |
000000000 | 000000000 | State Street | -563750.58 | -5399.94 | CORP | N/A | |
000000000 | 000000000 | State Street | -792505.25 | 211.59 | CORP | N/A | |
000000000 | 000000000 | State Street | 223503.45 | 1217.52 | CORP | N/A | |
000000000 | 000000000 | State Street | -4202302.61 | -82186.17 | CORP | N/A | |
000000000 | 000000000 | State Street | -4986771.17 | 3342.78 | CORP | N/A | |
000000000 | 000000000 | State Street | -3917252.22 | -3748.89 | CORP | N/A | |
000000000 | 000000000 | State Street | -991403.19 | 528.22 | CORP | N/A | |
000000000 | 000000000 | State Street | -6875560.27 | -73771.2 | CORP | N/A | |
000000000 | 000000000 | State Street | 4587137.49 | 29878.91 | CORP | N/A | |
000000000 | 000000000 | State Street | 147726.7 | -1052.93 | CORP | N/A | |
000000000 | 000000000 | State Street | 1077500.0 | 29282.5 | CORP | N/A | |
000000000 | 000000000 | State Street | 82176376.0 | 7792.98 | CORP | N/A | |
000000000 | 000000000 | State Street | 7882595.67 | 9109.72 | CORP | N/A | |
000000000 | 000000000 | State Street | 1893223.54 | 26268.25 | CORP | N/A | |
000000000 | 000000000 | Standard Chartered | -148152.0 | -715.08 | CORP | N/A | |
000000000 | 000000000 | Standard Chartered | 1109000.0 | 2985.45 | CORP | N/A | |
000000000 | 000000000 | Standard Chartered | 1077500.0 | 29044.91 | CORP | N/A | |
Y2R3MBAN5 | Y2R3MBAN5 | INDIA (REPUBLIC OF) | 30330000.0 | 364988.19 | NUSS | Long | |
Y2R3MBQB4 | Y2R3MBQB4 | INDIA (REPUBLIC OF) | 8560000.0 | 102200.21 | NUSS | Long | |
Y7277FV80 | Y7277FV80 | KOREA (REPUBLIC OF) | 258380000.0 | 212522.22 | NUSS | Long | |
000000000 | 000000000 | Morgan Stanley | -161.0 | -73329.36 | CORP | N/A | |
000000000 | 000000000 | JPMorgan | 1.0 | -147.78 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 1.0 | 16.47 | CORP | N/A | |
000000000 | 000000000 | Morgan Stanley | 1.0 | -718.63 | CORP | N/A | |
000000000 | 000000000 | TOWD POINT MORTGAGE TRUST TPMT_1 | 900000.0 | 794793.24 | CORP | Long |